ShikumiBot

Library

as of 4.17.26
📈 Time-Series Momentum
26 papers
Core literature on the TSMOM anomaly and its application across asset classes.
🪙 Crypto Momentum & Factor Models
18 papers
Factor models and momentum anomalies specific to cryptocurrency markets.
🛡️ Adaptive Risk Management
13 papers
Stop-loss rules, volatility-based sizing, and adaptive risk frameworks for systematic strategies.
🧠 ML-Driven Trend Strategies
19 papers
Deep learning and transformer architectures applied to time-series momentum and trend-following.
⚖️ Portfolio Construction & Allocation
17 papers
Dynamic allocation, risk parity, and hierarchical portfolio construction methods.
🔬 Market Microstructure & Execution
17 papers
Liquidity, funding rates, slippage models, and execution quality in crypto perpetual markets.
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