Time series momentum trading strategy and autocorrelation amplification (Q4683079)
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scientific article; zbMATH DE number 6939286
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time series momentum trading strategy and autocorrelation amplification |
scientific article; zbMATH DE number 6939286 |
Statements
Time series momentum trading strategy and autocorrelation amplification (English)
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19 September 2018
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momentum
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autocorrelation
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moving average trading strategy
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