AI & Algo Trading

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Fund and Subportfolio Momentum

blog.edarchimbaud.com

Fund and Subportfolio Momentum

edarchimbaud
Sep 8, 2023
∙ Paid
Share this post

Fund and Subportfolio Momentum

blog.edarchimbaud.com
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Original paper

SSRN-id3364124.pdf

Trading rules

  • Investment universe: French’s 10 equally-weighted industrial sectors (use sector ETFs as proxy)

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