This is just a quick review of the 4!-Algo results and current avenues of research. It is easy to find myths when we want one and momentum is no different…
Tag Archive '4!-Moments'
An update regarding the 24 algo momentum study derived from the now newly baptised 4!-Moments Algorithm.
This is the final update before the release on the momentum article set. Included in this are some chronological returns data from the related benchmarks, risk-free cash value lines and the actual algorithmic trading strategy. More details included complete model and underlying data limitations will be given with the final article release.
A few more updated graphs on the momentum article and its background algorithm. More details to come shortly.
This is just a quick sneak peak over a trading algorithm I’ve developed in support of an article on equity market momentum factors. Hopefully, the final article should be out later this coming week.