Dual momentum:

I have been very keen to get my hands on Dual Momentum investing and would like to implement the learning from from Gary Anntonaci,Wisley Grey,Mark Minervini's book. This is an attempt to build and test strategies on ETF data. The reason I have to chosen ETF is for low cost and it covers the larger universe of stocks. This code is for education and learning purpose and please do not use this on production environment