This is a summary of links featured on Quantocracy on Sunday, 07/12/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
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Labeling Momentum & Trends [Tr8dr]There are times when need to label a time series, identifying periods of momentum, trend, mean-reversion, etc. Directionaly labeling timeseries has a wide variety of applications: labels can be used for supervised learning analysis of microstructure around larger price moves conditional analysis using label (pattern) sequences testing online signals versus idealized ex-post labeled trend /