finance
asset management with ai
TrendFilter L1
TrendFilter is an algorithmic tool designed to analyze financial market trends and identify significant events that impact price movements. It uses a linear approximation of the price curve to detect discreet changes in slope, known as events, which may be indicative of real-world events that drive market activity. By identifying and analyzing these events, TrendFilter provides a valuable resource for traders and investors seeking to make informed decisions in the financial markets.
links
- Qlib: An AI-oriented Quantitative Investment Platformarxiv.org/pdf/2009.11189.pdf