akshayhamilton / Backtesting-a-Momentum-Strategy

We compute equity curves by picking 4 stocks/etfs at random and see their performance since March 2003 to March 2022. The rules are picking the highest momentum stock/etf in the last 60 days and rebalancing every 4 weeks.

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We compute equity curves by picking 4 stocks/etfs at random and see their performance since March 2003 to March 2022. The rules are picking the highest momentum stock/etf in the last 60 days and rebalancing every 4 weeks.


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