AI & Algo Trading

Share this post

Industry Information and the 52-Week High Effect

blog.edarchimbaud.com

Industry Information and the 52-Week High Effect

edarchimbaud
Sep 9, 2023
∙ Paid
Share this post

Industry Information and the 52-Week High Effect

blog.edarchimbaud.com
Share

Original paper

SSRN-id1787378.pdf

Trading rules

  • Investment Universe: NYSE, AMEX, and NASDAQ stocks (CRSP database utilized for backtesting)

This post is for paid subscribers

Already a paid subscriber? Sign in
© 2023 Edouard d'Archimbaud
Privacy ∙ Terms ∙ Collection notice
Start WritingGet the app
Substack is the home for great writing