| 1. Annotated Paper Dissecting Investment Strategies in the Cross Section....html | 1.1 KB | ||
| 1. Annotated Paper The Impact of Volatility Targeting.html | 1.3 KB | ||
| 1. Free 1 Month MlFinLab License.html | 3.2 KB | ||
| 1. Introduction to Turning Points.mp4 | 18.3 MB | ||
| 1. Introduction to a Century of Evidence.mp4 | 8.1 MB | ||
| 1. Paper Annotated Building Cross-Sectional Systematic Strategies By LTR.html | 1.4 KB | ||
| 1. Paper Enhancing CS Strategies by Context-Aware LTR with Self-Attention.html | 2 KB | ||
| 1. Paper Enhancing Time Series Momentum Strategies Using Deep Neural Networks.html | 1.3 KB | ||
| 1. Paper Slow Momentum with Fast Reversion.html | 2 KB | ||
| 1. Paper Trending Fast and Slow.html | 1.2 KB | ||
| 1.1 Annotated The Impact of Volatility Targeting.pdf | 3.9 MB | ||
| 1.1 Baz et al with annotations.pdf | 784 KB | ||
| 1.1 Building Cross-Sectional Systematic Strategies.pdf | 1.3 MB | ||
| 10. Application to the Broader Universe.mp4 | 51.7 MB | ||
| 10. Dynamic Speed Selection.mp4 | 57.2 MB | ||
| 10. Learning to build a LTR Strategy.mp4 | 8.8 MB | ||
| 10. Results.mp4 | 74.1 MB | ||
| 10. Strategy Performance.mp4 | 36 MB | ||
| 11. Conclusion.mp4 | 47.9 MB | ||
| 11. Dynamic vs. Static Strategies.mp4 | 47.1 MB | ||
| 11. External Lecture Constructing Cross-sectional Systematic Strategies by LTR.html | 307.2 B | ||
| 11.1 Constructing Cross-sectional Systematic Strategies by Learning to Rank.html | 204.8 B | ||
| 12. External Lecture Learning to Rank by Sophie Watson.html | 204.8 B | ||
| 12.1 “Learning to Rank” by Sophie Watson.html | 102.4 B | ||
| 13. Python Library for LambdaMart Implementation.html | 204.8 B | ||
| 2. Annotated Paper A Century of Evidence on Trend-Following Investing.html | 1 KB | ||
| 2. Code Advanced Deep Momentum Networks.html | 409.6 B | ||
| 2. Code Deep Momentum Networks.html | 409.6 B | ||
| 2. Introduction to Favourable Market Conditions.mp4 | 21.4 MB | ||
| 2. Introduction to Learning to Rank in Trading.mp4 | 24.5 MB | ||
| 2. Introduction to Trending Fast and Slow.mp4 | 3.8 MB | ||
| 2. Introduction to an Advanced LTR Method.mp4 | 10.8 MB | ||
| 2. Join the Reading Group.html | 2.9 KB | ||
| 2. Notebook Practical Build your Own Backtest.html | 2.6 KB | ||
| 2. Paper Momentum Turning Points.html | 1 KB | ||
| 2.1 A Century of Evidence on Trend-Following Investing.pdf | 1.9 MB | ||
| 2.1 Github Repo.html | 102.4 B | ||
| 3. Introduction Deep Mom Networks with Change Point Detection.mp4 | 18.3 MB | ||
| 3. Introduction to Deep Momentum Networks.mp4 | 15.9 MB | ||
| 3. Introduction to Volatility Targeting.mp4 | 40.9 MB | ||
| 3. Key Takeaways.mp4 | 7.6 MB | ||
| 3. Overview Paper.mp4 | 20.2 MB | ||
| 3. The Oxford MAN Institute.mp4 | 28.7 MB | ||
| 3. Theory.mp4 | 42.7 MB | ||
| 3. Types of Momentum Strategies.mp4 | 19.7 MB | ||
| 3. What Are Turning Points.mp4 | 40.2 MB | ||
| 4. Carry Strategy.mp4 | 46.2 MB | ||
| 4. Cross Sectional Momentum (CSM) Strategies.mp4 | 30.2 MB | ||
| 4. Defining Slow and Fast.mp4 | 9.3 MB | ||
| 4. Inisghts on the speeds (window periods).mp4 | 37.5 MB | ||
| 4. Insights on Momentum Strategies.mp4 | 29.3 MB | ||
| 4. Key Concepts.mp4 | 34.1 MB | ||
| 4. Methodology.mp4 | 64.1 MB | ||
| 4. Model Overview.mp4 | 18.4 MB | ||
| 4. Momentum and Mean Reversion.mp4 | 44.7 MB | ||
| 5. Anatomy of a CSM Strategy.mp4 | 34.8 MB | ||
| 5. Approaches to Risk Management.mp4 | 32.9 MB | ||
| 5. Backtest Method for CSM Strategy.mp4 | 19.1 MB | ||
| 5. Change Point Detection.mp4 | 132.1 MB | ||
| 5. Findings and Data Sets.mp4 | 26.6 MB | ||
| 5. Landmark Paper Returns to Buying Winners and Selling Losers.html | 921.6 B | ||
| 5. Momentum Strategy.mp4 | 18.8 MB | ||
| 5. Slow and Fast Cycles.mp4 | 47.4 MB | ||
| 5. Time Series Momentum.mp4 | 34.5 MB | ||
| 6. Applying Volatility Targeting (Scaling).mp4 | 63.2 MB | ||
| 6. Construction of Trading Signals.mp4 | 13.2 MB | ||
| 6. Enhancing the Ranking.mp4 | 48.5 MB | ||
| 6. Methodology.mp4 | 47.6 MB | ||
| 6. Performance Over a Century.mp4 | 21.7 MB | ||
| 6. Score Calculation.mp4 | 49.5 MB | ||
| 6. Signal Construction.mp4 | 33.5 MB | ||
| 6. The Effect of Noise and Persistence (Signal).mp4 | 41.4 MB | ||
| 6. Value Strategy.mp4 | 132.6 MB | ||
| 7. Context Aware Model and Encodings.mp4 | 62.3 MB | ||
| 7. Important - Valuable Insight! Signal Construction.mp4 | 26.9 MB | ||
| 7. Loss Function and Architecture.mp4 | 23.2 MB | ||
| 7. Performance During Crisis Periods.mp4 | 20.9 MB | ||
| 7. Performance in Equities.mp4 | 107.1 MB | ||
| 7. Results.mp4 | 121.9 MB | ||
| 7. Statistics of the S&P 500.mp4 | 19.3 MB | ||
| 7. The Model.mp4 | 31.4 MB | ||
| 7. What is Learning to Rank.mp4 | 24.3 MB | ||
| 8. Code Use this Code to Create the Momentum Features.html | 307.2 B | ||
| 8. How to do it in Finance.mp4 | 42.9 MB | ||
| 8. Momentum Under Different Regimes.mp4 | 114.6 MB | ||
| 8. Paper Trading with the Momentum Transformer.html | 1.3 KB | ||
| 8. Performance in Bonds and Other Asset Classes.mp4 | 72.5 MB | ||
| 8. Performance in Different Economic Environments.mp4 | 43.6 MB | ||
| 8. Performance.mp4 | 63.5 MB | ||
| 8. The Data Used.mp4 | 17.6 MB | ||
| 8. Transformer Architecture.mp4 | 68.3 MB | ||
| 9. Beta and Alpha Decomposition.mp4 | 23.4 MB | ||
| 9. Code Momentum Transformer.html | 307.2 B | ||
| 9. Experiment Methodology.mp4 | 13.1 MB | ||
| 9. Performance Evaluation.mp4 | 51.3 MB | ||
| 9. Performance Results.mp4 | 48.9 MB | ||
| 9. Portfolio Construction.mp4 | 16.1 MB | ||
| 9. Sources of Out-Performance.mp4 | 53.5 MB | ||
| 9. Why Volatility Targeting Works.mp4 | 67.2 MB | ||
| Bonus Resources.txt | 409.6 B | ||
| Get Bonus Crypto Downloads Here.url | 204.8 B | ||
| ▲ 101 total files | |||
Advances in Momentum Trading Strategies
https://FreeCryptoLearn.com
Published 1/2024
Created by Hudson and Thames Quantitative Research
MP4 | Video: h264, 1280x720 | Audio: AAC, 44.1 KHz, 2 Ch
Genre: eLearning | Language: English | Duration: 92 Lectures ( 5h 45m ) | Size: 2.82 GB
Delve Deep into the World of Advanced Momentum Trading
What you'll learn:
Master Momentum Profits: Explore a century of profitable trend-following strategies and their evolution.
Unlock Momentum Turning Points: Learn to detect and profit from key market changes.
Exploit different volatility regimes, to dynamically swap between fast and slow parameters, to increase profits and improve the sharpe ratio.
Smart Position Sizing: Use Volatility Targeting to enhance Sharpe Ratio and returns across assets.
Deep Momentum Strategies: Discover advanced time-series tactics using deep learning.
Rank with Precision: Apply Learning to Rank algorithms for superior cross-sectional momentum strategies.
Forecast with Insight: Integrate crucial features into ML models for more accurate market predictions.
Requirements:
Python Proficiency: Comfort with Python programming is key, as it's our primary tool for analysis and strategy development.
Market Savvy: A solid understanding of financial markets and trading principles will help you navigate the course content more effectively.
Mathematical Fluency: A strong ability to read and understand mathematical equations is crucial for grasping advanced concepts.
Foundation in Math & Statistics: Robust skills in linear algebra and statistics are essential, as they form the backbone of our trading strategies.
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| 645.6 MB | freecoursewb | 4 years | 0 | 0 | |
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[ FreeCourseWeb ] Udemy - Recent Advances in Power Plant Chemistry Developing Nations Posted by
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