├── README.md └── TSMOM ├── TS MOM.ipynb └── data ├── factors.csv ├── futures.csv ├── futures_incl_2016.csv └── futures_list.csv /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/anthonyng2/Time-Series-Momentum/HEAD/README.md -------------------------------------------------------------------------------- /TSMOM/TS MOM.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/anthonyng2/Time-Series-Momentum/HEAD/TSMOM/TS MOM.ipynb -------------------------------------------------------------------------------- /TSMOM/data/factors.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/anthonyng2/Time-Series-Momentum/HEAD/TSMOM/data/factors.csv -------------------------------------------------------------------------------- /TSMOM/data/futures.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/anthonyng2/Time-Series-Momentum/HEAD/TSMOM/data/futures.csv -------------------------------------------------------------------------------- /TSMOM/data/futures_incl_2016.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/anthonyng2/Time-Series-Momentum/HEAD/TSMOM/data/futures_incl_2016.csv -------------------------------------------------------------------------------- /TSMOM/data/futures_list.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/anthonyng2/Time-Series-Momentum/HEAD/TSMOM/data/futures_list.csv --------------------------------------------------------------------------------