rbeeli/short-term_momentum_strategy rbeeli/short-term_momentum_strategy

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  • Language
    R
  • Created about 6 years ago
  • Updated over 2 years ago
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rbeeli/short-term_momentum_strategy
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rbeeli

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Repository Details

Short-term momentum trading strategy implemented for the lecture "Systematic risk premia strategies traded at hedge funds" at University of Zurich, FS 2018.

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