GitHub - chiaolun/market-timing: Taming the MA200 cross by slowing it down

Name		Name	Last commit message	Last commit date
Latest commit History 41 Commits
.gitignore		.gitignore
ETF vol drag.ipynb		ETF vol drag.ipynb
MA200 fast and slow - sensitivity analysis - template.ipynb		MA200 fast and slow - sensitivity analysis - template.ipynb
MA200 fast and slow - template.ipynb		MA200 fast and slow - template.ipynb
MA200 fast and slow - tradeable version.ipynb		MA200 fast and slow - tradeable version.ipynb
MA200 fast and slow - untradeable version - all_history.ipynb		MA200 fast and slow - untradeable version - all_history.ipynb
MA200 fast and slow - untradeable version.ipynb		MA200 fast and slow - untradeable version.ipynb
Pipfile		Pipfile
Pipfile.lock		Pipfile.lock
Return Forecast - lightgbm.ipynb		Return Forecast - lightgbm.ipynb
Return Forecast.ipynb		Return Forecast.ipynb
Simple Diversification.ipynb		Simple Diversification.ipynb
dbmf_nav.py		dbmf_nav.py
update.py		update.py

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Taming the MA200 cross by slowing it down

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