A Python implementation of the momentum based trading strategy described by Jegadeesh and Titman (https://www.bauer.uh.edu/rsusmel/phd/jegadeesh-titman93.pdf)
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A Python implementation of the momentum based trading strategy described by Jegadeesh and Titman (https://www.bauer.uh.edu/rsusmel/phd/jegadeesh-titman93.pdf)
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oranbramble/Jegadeesh-Titman-Momentum
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A Python implementation of the momentum based trading strategy described by Jegadeesh and Titman (https://www.bauer.uh.edu/rsusmel/phd/jegadeesh-titman93.pdf)
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