Daniel Poh, Stephen Roberts and Stefan Zohren release their new publication

Title: Transfer Ranking in Finance: Applications to Cross-Sectional Momentum with Data Scarcity Abstract: Cross-sectional strategies are a classical and popular trading style, with recent high performing variants incorporating sophisticated neural architectures. While these strategies have been applied successfully to data-rich settings involving mature assets with long histories, deploying them on instruments with limited samples generally … Continue reading Daniel Poh, Stephen Roberts and Stefan Zohren release their new publication