GitHub - dxcv/stock_mom_strategy: A two-factor model for futures investment

dxcv / stock_mom_strategy Public

A two-factor model for futures investment

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Name		Name	Last commit message	Last commit date
Latest commit History 1 Commit
1_data_preprocessing.py		1_data_preprocessing.py
2_generate_signals.py		2_generate_signals.py
3_portfolio_backtest.py		3_portfolio_backtest.py
4_performance_sharpe&calmar.py		4_performance_sharpe&calmar.py
5_rolling.py		5_rolling.py
close_adjusted.xlsx		close_adjusted.xlsx
stock_adjusted.xlsx		stock_adjusted.xlsx
utils.py		utils.py