@misc{wood2021slow,
  title={Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection},
  author={Kieran Wood and Stephen Roberts and Stefan Zohren},
  year={2021},
  eprint={2105.13727},
  archivePrefix={arXiv},
  primaryClass={stat.ML},
  doi={10.3905/jfds.2021.1.081},
  url={https://arxiv.org/abs/2105.13727}
}