https://pypi.org/project/trendfollowing/ Recent updates to the Python Package Index for trendfollowing en https://pypi.org/project/trendfollowing/1.0.0/ Replication package for 'The Science and Practice of Trend-Following Systems': European, American, and TSMOM trend-following systems with closed-form expected return, Sharpe ratio, and turnover under white noise, AR(1), and ARFIMA processes, plus Monte Carlo verification and an 84-contract futures dataset artursepp@gmail.com Mon, 20 Jul 2026 13:45:46 GMT