Walter left a comment on Dual Momentum GEM strategy by Gary Antonacci

"Any reason why those patterns should hold up going forward? If not, best best is to diverisfy across..."

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5 years ago

5 years ago

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Walter left a comment on Dual Momentum GEM strategy by Gary Antonacci

"The day on which the algo is rebalanced can have a big impact on returns. Look at this article:Quant..."

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5 years ago

5 years ago

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Walter left a comment on Using Google Trends to Predict Markets

"Exactly. I don't know if the scaling is just (current value) / (max historical value) or somethi..."

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5 years ago

5 years ago

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Walter started the discussion

Requesting trailing 12 month fundamentals.

5 years ago

5 years ago

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Walter left a comment on Using Google Trends to Predict Markets

"I remember looking into this a while back and noticed the Google trends data has a look ahead bias. ..."

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5 years ago

5 years ago