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Machine Learning for Trading

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Systematic trading blog (Rob Carver)

Awesome Systematic Trading

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ArticleShort-Term Stock Reversal and the Importance of Trading Costs

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Short-term reversal strategies buy recent stock losers and sell recent winners, expecting relative returns to turn around over a short horizon. The document describes a weekly portfolio using the 100 largest companies by market capitalization: it goes long…

EquitiesMean reversionExecutionRisk management