Friday, 23 November 2018

Sector Momentum Update


Updating the short-term momentum model for the week ending 23rd November 2018.

Note: This does not include commissions, slippage & taxes and I have no positions in this. Just posted for academic purpose. + We do not have any sector ETF’s.




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1 comment:

  1. vik24 November 2018 at 15:17

    Ir could you add a column of annualised returns to the momentum portfolio matrix. Thanks.

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