A Machine Learning View on Momentum and Reversal Trading

Zhixi Li, Vincent Tam. A Machine Learning View on Momentum and Reversal Trading. Algorithms, 11(11):170, 2018. [doi]

@article{LiT18-23,
  title = {A Machine Learning View on Momentum and Reversal Trading},
  author = {Zhixi Li and Vincent Tam},
  year = {2018},
  doi = {10.3390/a11110170},
  url = {https://doi.org/10.3390/a11110170},
  researchr = {https://researchr.org/publication/LiT18-23},
  cites = {0},
  citedby = {0},
  journal = {Algorithms},
  volume = {11},
  number = {11},
  pages = {170},
}