cherry-picking 1exponential moving average 1mean-reversion 1portfolio management 1signal selection 1trend-following 1
From the 1 of 2 linked papers with an AI index.
2 papers
q-fin.PM2026
Breaking the Trend: How to Avoid Cherry-Picked Signals
Sebastien Valeyre
The paper shows that a simple exponential moving average (EMA) based on a single‑time‑scale mean‑reversion model can capture the performance of trend‑following CTA strategies, argu…
q-fin.PM2025
LLMs for Time Series: an Application for Single Stocks and Statistical Arbitrage
Sebastien Valeyre, Sofiane Aboura
Recently, LLMs (Large Language Models) have been adapted for time series prediction with significant success in pattern recognition. However, the common belief is that these models…