Roxton McNeal

Independent

Other Papers (1)

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1.

The Early Bird Catches the Intraday Trend

Posted: 11 Jan 2022
Julien Turc, Jerome Gava and Roxton McNeal
BNP Paribas, BNP Paribas and Independent

Abstract:

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Intraday; trend following; knowledge graphs; equity futures; developed markets; machine learning; systematic investing; portfolio construction; tail risks