Boosted Regression Trees in Corporate Bonds

Log in to collect

Academic paper

Boosting Momentum

AuthorsHendrik Kaufmann; Philip Messow; Jonas Vogt

Institute
  • DEKA (United States)
  • Deka Investment GmbH
  • Robeco Asset Management
  • Quoniam Asset Management GmbH

This strategy is gated

A paid plan unlocks the full write-up, rules, Python, and trade lists. About 20% of the library stays free.