Can past distribution of returns on benchmark indices give us an indication of potential strong market performance? This article is an extension of the previous fundamentals based bullish article to highlight some of the potential upside available over the coming few years.
Tag Archive 'Historical Returns'
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…
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.