ETF Momentum
Log in to collectAcademic paper
ETF Momentum
Frank Weikai Li; Melvyn Teo; Chloe Yang
Singapore Management University
Singapore Management University - Lee Kong Chian School of Business
Fudan University
Fudan University - Fanhai International School of Finance (FISF)
This strategy is gated
A paid plan unlocks the full write-up, rules, Python, and trade lists. About 20% of the library stays free.