AI & Algo Trading

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Absolute Strength: Exploring Momentum in Stock Returns

blog.edarchimbaud.com

Absolute Strength: Exploring Momentum in Stock Returns

edarchimbaud
Sep 9, 2023
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Share this post

Absolute Strength: Exploring Momentum in Stock Returns

blog.edarchimbaud.com
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Original paper

SSRN-id2638004.pdf

Trading rules

  • Scope of investment: Stocks from NYSE, AMEX, and NASDAQ (omitting those valued below $1).

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