Optimize-momentum-strategy-with-52-week-high | project aims to optimize momentum trading strategy

by Yan1015 Python Version: Current License: No License

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kandi X-RAY | Optimize-momentum-strategy-with-52-week-high Summary

Optimize-momentum-strategy-with-52-week-high is a Python library. Optimize-momentum-strategy-with-52-week-high has no bugs, it has no vulnerabilities and it has low support. However Optimize-momentum-strategy-with-52-week-high build file is not available. You can download it from GitHub.

This project aims to optimize momentum trading strategy with 52-week high. As we all know that momentum strategy means stock turns exhibit momentum behavior at intermediate horizons. Selling losers and buying winners can help us make profits. However, there two problems, one is what kind of past returns can best describe the future returns, past daily return, past monthly returns or other? The other one is that long-term reversal will occur after the momentum. So in this project a optimization is made for momentum strategy. We developed a series of new momentum trading strategies based on the ratio of the current stock price to each of five different reference points in past prices: 52-week high, 52-week median, 52-week low, half-year high, and 2-year high and then measure their performance. Finally, 52-week high price strategy results in stronger investment performance than several others.

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Optimize-momentum-strategy-with-52-week-high has a low active ecosystem.

It has 0 star(s) with 1 fork(s). There are no watchers for this library.

It had no major release in the last 6 months.

Optimize-momentum-strategy-with-52-week-high has no issues reported. There are no pull requests.

It has a neutral sentiment in the developer community.

The latest version of Optimize-momentum-strategy-with-52-week-high is current.

Quality

Optimize-momentum-strategy-with-52-week-high has 0 bugs and 29 code smells.

Security

Optimize-momentum-strategy-with-52-week-high has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.

Optimize-momentum-strategy-with-52-week-high code analysis shows 0 unresolved vulnerabilities.

There are 0 security hotspots that need review.

License

Optimize-momentum-strategy-with-52-week-high does not have a standard license declared.

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Without a license, all rights are reserved, and you cannot use the library in your applications.

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Optimize-momentum-strategy-with-52-week-high releases are not available. You will need to build from source code and install.

Optimize-momentum-strategy-with-52-week-high has no build file. You will be need to create the build yourself to build the component from source.

It has 385 lines of code, 11 functions and 3 files.

It has high code complexity. Code complexity directly impacts maintainability of the code.

Top functions reviewed by kandi - BETA

kandi has reviewed Optimize-momentum-strategy-with-52-week-high and discovered the below as its top functions. This is intended to give you an instant insight into Optimize-momentum-strategy-with-52-week-high implemented functionality, and help decide if they suit your requirements.

Writes the report to the output file
Initialize the program .
update portfolio by dtm
Calculates the return of the portfolio
Find the eqy output for an eq .
Finds the last x and year in a given year

Get all kandi verified functions for this library.

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Install Optimize-momentum-strategy-with-52-week-high

You can download it from GitHub.
You can use Optimize-momentum-strategy-with-52-week-high like any standard Python library. You will need to make sure that you have a development environment consisting of a Python distribution including header files, a compiler, pip, and git installed. Make sure that your pip, setuptools, and wheel are up to date. When using pip it is generally recommended to install packages in a virtual environment to avoid changes to the system.

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