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momentum strategy #235

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Nidhi200213 opened this issue Jun 18, 2024 Discussed in #23 · 0 comments
Open

momentum strategy #235

Nidhi200213 opened this issue Jun 18, 2024 Discussed in #23 · 0 comments

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@Nidhi200213
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I want to compare different momentum strategies such as cross-sectional momentum (as given by Jegadeesh and Titman), 52-week high price given , residual momentum, and time-series momentum strategy for a specified period. Could anyone help me in developing the code for this strategy?
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@Nidhi200213