结果：找到“momentum strategy”相关内容13个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
JPMorgan-Equity Strategy Momentum Crowding, AI Halo Effect, Market Di.
0 个回复 - 317 次查看 JPMorgan-Equity Strategy Momentum Crowding, AI Halo Effect, Market Di...-1069714632024-3-26 12:19 - 商业新知 - 世界经济与国际贸易
0 个回复 - 317 次查看 JPMorgan-Equity Strategy Momentum Crowding, AI Halo Effect, Market Di...-1069714632024-3-26 12:19 - 商业新知 - 世界经济与国际贸易
Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Ri
14 个回复 - 6008 次查看 Dual Momentum Investing details the author's own momentum investing method that combines U.S. stock, non-U.S. stock, and aggregate bond indices--in a formula proven to dramatically increase profits wh ...2015-6-18 18:34 - nelsoncwlee - 投资人（实务版）
14 个回复 - 6008 次查看 Dual Momentum Investing details the author's own momentum investing method that combines U.S. stock, non-U.S. stock, and aggregate bond indices--in a formula proven to dramatically increase profits wh ...2015-6-18 18:34 - nelsoncwlee - 投资人（实务版）
The 52-Week High Strategy Momentum and Overreaction in Large Firm Stocks
1 个回复 - 764 次查看 【作者(必填)】Ray R. Sturm 【文题(必填)】The 52-Week High Strategy Momentum and Overreaction in Large Firm Stocks 【年份(必填)】The Journal of Investing Summer 2008, 17 (2) 55-67 【全文链接或数 ...2019-7-30 11:47 - wangzt - 求助成功区
1 个回复 - 764 次查看 【作者(必填)】Ray R. Sturm 【文题(必填)】The 52-Week High Strategy Momentum and Overreaction in Large Firm Stocks 【年份(必填)】The Journal of Investing Summer 2008, 17 (2) 55-67 【全文链接或数 ...2019-7-30 11:47 - wangzt - 求助成功区
求momentum strategy（动态交易策略）的运行程序，matlab eview sas都行
1 个回复 - 3160 次查看 求momentum strategy（动态交易策略）的运行程序，matlab eview sas都行 数据是n年每个月的i只股票的收益率数据。 momentum strategy： 1.对于每只股票，在同一时间点，计算前J个月的平均收益率。按平均收益率的 ...2015-11-16 16:35 - 云上SAMA - 计量经济学与统计软件
1 个回复 - 3160 次查看 求momentum strategy（动态交易策略）的运行程序，matlab eview sas都行 数据是n年每个月的i只股票的收益率数据。 momentum strategy： 1.对于每只股票，在同一时间点，计算前J个月的平均收益率。按平均收益率的 ...2015-11-16 16:35 - 云上SAMA - 计量经济学与统计软件
Time Series Momentum Trading Strategy and Autocorrelation Amplification
4 个回复 - 2419 次查看 This article assumes general stationary processes for prices and derives the autocorrelation function for a general Moving Average (MA) trading rule to investigate why this rule is used. The resul ...2016-9-13 14:12 - hqmf2016 - 金融学（理论版）
4 个回复 - 2419 次查看 This article assumes general stationary processes for prices and derives the autocorrelation function for a general Moving Average (MA) trading rule to investigate why this rule is used. The resul ...2016-9-13 14:12 - hqmf2016 - 金融学（理论版）
求书 Dual Momentum Investing: An Innovative Strategy for Higher Returns with Low
3 个回复 - 1013 次查看 重金求这本Gary Antonacci 大师写的书 电子版不知道有没有2016-8-27 18:18 - cauchzhong - 求助成功区
3 个回复 - 1013 次查看 重金求这本Gary Antonacci 大师写的书 电子版不知道有没有2016-8-27 18:18 - cauchzhong - 求助成功区
求2篇working paper: Momentum Crashes 和 Tail Risk in Momentum Strategy Returns
4 个回复 - 1113 次查看 求2篇working paper，都是来自 Kent D. Daniel的主页 http://www.columbia.edu/~kd2371/ [*]``Momentum Crashes,'' with Tobias Moskowitz. (revised, September 26, 2012). [*]``Tail Risk in Momentum Strate ...2013-2-27 11:24 - lk1966mail - 求助成功区
4 个回复 - 1113 次查看 求2篇working paper，都是来自 Kent D. Daniel的主页 http://www.columbia.edu/~kd2371/ [*]``Momentum Crashes,'' with Tobias Moskowitz. (revised, September 26, 2012). [*]``Tail Risk in Momentum Strate ...2013-2-27 11:24 - lk1966mail - 求助成功区
Momentum trading strategy and investment horizon: an experimental study
2 个回复 - 1440 次查看 【作者(必填)】Yuri Khoroshilov, 【文题(必填)】Momentum trading strategy and investment horizon: an experimental study 【年份(必填)】2012 【全文链接或数据库名称(选填)】Journal of Economic Stud ...2012-7-27 16:14 - beforewu - 求助成功区
2 个回复 - 1440 次查看 【作者(必填)】Yuri Khoroshilov, 【文题(必填)】Momentum trading strategy and investment horizon: an experimental study 【年份(必填)】2012 【全文链接或数据库名称(选填)】Journal of Economic Stud ...2012-7-27 16:14 - beforewu - 求助成功区
The 52-Week High Momentum Strategy in International Stock Markets
0 个回复 - 1825 次查看 The 52-Week High Momentum Strategy in International Stock Markets2009-12-19 22:44 - fushengbin - 论文版
0 个回复 - 1825 次查看 The 52-Week High Momentum Strategy in International Stock Markets2009-12-19 22:44 - fushengbin - 论文版
求书: Dual Momentum Investing: An Innovative Strategy
4 个回复 - 2708 次查看 Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk Hardcover – October 31, 2014by Gary Antonacci (Author) Dual Momentum Investing details the author's own momentum ...2015-2-22 10:27 - redlamp - 金融学（理论版）
4 个回复 - 2708 次查看 Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk Hardcover – October 31, 2014by Gary Antonacci (Author) Dual Momentum Investing details the author's own momentum ...2015-2-22 10:27 - redlamp - 金融学（理论版）
UBS Equities-China Equity Strategy Q2 A-share outlook New momentum gat
0 个回复 - 250 次查看 UBS Equities-China Equity Strategy Q2 A-share outlook New momentum gath...-1075069872024-4-23 11:24 - 商业新知 - 世界经济与国际贸易
0 个回复 - 250 次查看 UBS Equities-China Equity Strategy Q2 A-share outlook New momentum gath...-1075069872024-4-23 11:24 - 商业新知 - 世界经济与国际贸易
Factor Momentum and Regime-Switching Overlay Strategy
0 个回复 - 300 次查看 【作者(必填)】 Junhan Gu and John M. Mulvey 【文题(必填)】 Factor Momentum and Regime-Switching Overlay Strategy 【年份(必填)】 2021 【全文链接或数据库名称(选填)】https://jfds.pm-research.co ...2023-2-2 22:10 - waterup - 文献求助专区
0 个回复 - 300 次查看 【作者(必填)】 Junhan Gu and John M. Mulvey 【文题(必填)】 Factor Momentum and Regime-Switching Overlay Strategy 【年份(必填)】 2021 【全文链接或数据库名称(选填)】https://jfds.pm-research.co ...2023-2-2 22:10 - waterup - 文献求助专区
momentum strategy 的matlab实现~~急求高人
2 个回复 - 3793 次查看 把研究区间分为排序期和检验期，先计算出形成期内，各只股票的累计收益率，然后按照累计收益率由低到高的顺序进行排序，将股票分成等份，取前面的股票为输者组合，最后的股票为赢者组合。然后在接下来的检验期内，计 ...2011-1-26 12:28 - sysbb - MATLAB等数学软件专版
2 个回复 - 3793 次查看 把研究区间分为排序期和检验期，先计算出形成期内，各只股票的累计收益率，然后按照累计收益率由低到高的顺序进行排序，将股票分成等份，取前面的股票为输者组合，最后的股票为赢者组合。然后在接下来的检验期内，计 ...2011-1-26 12:28 - sysbb - MATLAB等数学软件专版
