Short Term Momentum Effect in Stocks
Posted on August 17, 2022 by Quantplay Team ‐ 1 min read
Short term momentum effect in stocks
Key details
- This is a long strategy that generates consistent returns
- Buy our premium membership to unlock the strategy code
Strategy Code
Performance
Fig: Balance progression from Jan-19 to Dec-21
Fig: Profit gained on backtested data from Jan-19 to Dec-21