jackmin97/Cross-Sectional-Momentum-Strategy
Cross sectional momentum is trend based investment strategy, where you can choose top 'n' percentile to go long and bottom 'n' percentile to go short from the universe of assets.
Jupyter NotebookMIT
Cross sectional momentum is trend based investment strategy, where you can choose top 'n' percentile to go long and bottom 'n' percentile to go short from the universe of assets.
Jupyter NotebookMIT