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turing-quant quantitative-finance time-series momentum-trading-strategy momentum

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tsqm function :positions = signal(parameters, date, passive = passive, method = method)
single function:cta = (momentum_cta(close_df[asset], np.array([16, 32, 64]), np.array([48, 96, 192]))).resample('BM').last().ffill()[:(date-1)][-1]

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