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momentum

于 2021-02-07 发布文件大小:2604KB

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Matlab策略之动量策略，根据前P个月的收益率，选取股票收益率最高和最低的组合买入，并持有Q个月(Matlab strategy momentum strategies, based on the previous month yields P, select the highest and the lowest stock returns a combination of buy and hold Q Months)

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