Time series momentum trading strategy and autocorrelation amplification (Q4683079)
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scientific article; zbMATH DE number 6939286
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Time series momentum trading strategy and autocorrelation amplification |
scientific article; zbMATH DE number 6939286 |
Statements
Time series momentum trading strategy and autocorrelation amplification (English)
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19 September 2018
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momentum
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autocorrelation
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moving average trading strategy
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0.8334551
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0.82811147
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0.8019091
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0.79428154
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0.7927002
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0.7917384
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0.78899896
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