Name		Name	Last commit message	Last commit date
Latest commit History 21 Commits
CAPM-RelativeMomentum.ipynb		CAPM-RelativeMomentum.ipynb
KAMA-InverseVolatility.ipynb		KAMA-InverseVolatility.ipynb
README.md		README.md
SMA-EPUandOilPrices.ipynb		SMA-EPUandOilPrices.ipynb

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Systematic Trading

2022

A Relative Momentum Strategy based on the Capital Asset Pricing Model.
A Moving Average Crossover Strategy using Kaufman's Moving Average and Inverse Volatility Portfolio Weighting.

2024

An Analysis of the Effect of Economic Policy Uncertainty on Crude Oil Prices Using a Moving Average Crossover Strategy