URL details: teddykoker.com/2019/05/momentum-strategy-from-stocks-on-the-move-in-python/
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Momentum Strategy from “Stocks on the Move” in Python | Teddy Koker
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In this post we will look at the momentum strategy from Andreas F. Clenow’s book Stocks on the Move: Beating the Market with Hedge Fund Momentum Strategy and backtest its performance using the survivorship bias-free dataset we created in my last post.
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