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Sunday, September 15, 2019

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Building and testing a simple momentum strategy

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 Jonathan Kinlay, Leading Expert in Quantitative Research and Systematic Strategies

 Tuesday, June 19, 2018

Building and testing a simple momentum strategy


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2 comments on article "Building and testing a simple momentum strategy"

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 Andreas Aigner, PhD, Founder of TradeFlags. Statistically Reliable Trade Signals. Regional & Global.

 Tuesday, June 19, 2018



Did you do a WRC or Monte Carlo Permutation on the Indicator?


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 Jonathan Kinlay, Leading Expert in Quantitative Research and Systematic Strategies

 Wednesday, June 20, 2018



I didnt use the Monte Carlo option in the WFO analysis.

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