Dynamic Time Warping: S&P 500 Sector ETF Pattern Matching Trading Strategy

January 7, 2021 · Academic Research

We are pleased to announce the publication of Rebellion Research’s piece on Dynamic Time Warping by the Journal of Financial Data Science!

Dynamic Time Warping: S&P 500 Sector ETF Pattern Matching Trading Strategy

The Journal of Financial Data Science Winter 2021, jfds.2021.1.055;

DOI:

https://doi.org/10.3905/jfds.2021.1.055

Abstract

JP Morgan’s Head of Machine Learning Strategy Peng Cheng

Bank of Montreal’s Head of Ai Capability Dr. Yevgeniy Vahlis

Point72’s Head of Data Sameer Gupta Sits Down

Facebook’s Chief Ai Scientist & Deep Learning Godfather Yann LeCun

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https://www.rebellionresearch.com/blog/dynamic-time-warping-s-p-500-sector-etf-pattern-matching-trading-strategy

Alexander Fleiss is the CEO of Rebellion Research, A Scientist, Teacher & Ai Researcher