/Cross-Sectional-Momentum-Strategy-using-Fundamental-Data

In this notebook, we will consider the positive moves in fundamentals of the stocks, which is also a measure of strong past performance. We will create cross-sectional momentum strategy considering one of the fundamental factors. We will also combine fundamental momentum with price momentum to create and analyse cross-sectional momentum strategy.

Primary LanguageJupyter NotebookMIT LicenseMIT

Stargazers