现在明白为啥momentum trading还不如buy and hold# Stock
s*i
1 楼
原来只是看到数据结果, 现在看来跟着跑来跑去就是不行.
而且还有opportunity cost,浪费在看盘灌水的时间成本也不低哦.
而且还有opportunity cost,浪费在看盘灌水的时间成本也不低哦.
l*r
2 楼
The performance of momentum trading varies from time to time. It is a very
good strategy before 1990, a pretty bad strategy during 1998 - 2008, and
become better recently.
good strategy before 1990, a pretty bad strategy during 1998 - 2008, and
become better recently.
b*y
3 楼
volatility高的时候momo performance 不好，而volatility在一定程度上可预测，比
如用
garch
very
【在 l*******r 的大作中提到】
: The performance of momentum trading varies from time to time. It is a very
: good strategy before 1990, a pretty bad strategy during 1998 - 2008, and
: become better recently.
如用
garch
very
【在 l*******r 的大作中提到】
: The performance of momentum trading varies from time to time. It is a very
: good strategy before 1990, a pretty bad strategy during 1998 - 2008, and
: become better recently.
g*u
4 楼
GARCH厉害!
【在 b********y 的大作中提到】
: volatility高的时候momo performance 不好，而volatility在一定程度上可预测，比
: 如用
: garch
:
: very
【在 b********y 的大作中提到】
: volatility高的时候momo performance 不好，而volatility在一定程度上可预测，比
: 如用
: garch
:
: very
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