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 Platform, https://arxiv.org/pdf/2009.11189.pdf