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Screening for stock-characteristics and continuation of the dual momentum approach
Title
Screening for stock-characteristics and continuation of the dual momentum approach
Author
Ekström, Konstantin
Date Created
2016
Description
The momentum strategy suggests buying stocks that have appreciated the most and selling those that have depreciated the most. The strategy is well documented and has shown persistence over the years. A problem most trading strategies face is that ...
Screening for stock-characteristics and continuation of the dual momentum approach
Title
Screening for stock-characteristics and continuation of the dual momentum approach
Author
Ekström, Konstantin
Date Created
2016
Description
The momentum strategy suggests buying stocks that have appreciated the most and selling those that have depreciated the most. The strategy is well documented and has shown persistence over the years. A problem most trading strategies face is that ...