Id like to see W-KACM added

[ghost]

Any plans on adding...
It's a variation on Anticor...

paper can be found https://doi.org/10.1016/j.physa.2019.04.185

[Marigold]

Hi devchild, no plans due to lack of time. Still, the paper shows that it performs worse than others in terms of sharpe ratio, so I don't see much point in adding it.

[ghost]

I guess it depends on the dataset, there's no real comparison in the paper.
The algorithm seems very interesting as it exploits both reversal and momentum...Anticor only exploits reversal.
I hope someone else finds the time to add it to this library...