AI & Algo Trading

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Avoiding Momentum Crashes: Dynamic Momentum and Contrarian Trading

blog.edarchimbaud.com

Avoiding Momentum Crashes: Dynamic Momentum and Contrarian Trading

edarchimbaud
Sep 8, 2023
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Avoiding Momentum Crashes: Dynamic Momentum and Contrarian Trading

blog.edarchimbaud.com
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Original paper

SSRN-id2942641.pdf

Trading rules

  • Investment universe: All US stocks.

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