Portfolio Backtesting

This is my note for learning Portfolio Backtesting

Momentum Investing with R

This is my note for learning Momentum Investing with R.

In practice, momentum entails a look back into the past to determine whether an asset has exceed some benchmark, and if it has, buy and hold that asset for some benchmark, and if it has, buy and hold that asset for some time into the future. That’s completely flying in the face of the efficient market hypothesis because it’s positing that the past is somehow giving us information that has not been reflected in the current price of the asset.

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