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