AI & Algo Trading

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The 52-Week High Momentum Strategy in International Stock Markets

blog.edarchimbaud.com

The 52-Week High Momentum Strategy in International Stock Markets

edarchimbaud
Sep 9, 2023
∙ Paid
Share this post

The 52-Week High Momentum Strategy in International Stock Markets

blog.edarchimbaud.com
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Original paper

SSRN-id1364566.pdf

Trading rules

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

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