Quant BuffetRelax, Not Over Thinking
Log InLog In

bonds, equities · United States · CFDs, ETFs, funds, futures · Quarterly Paid

Improved Cross-Asset Time-Series Momentum I-XTSM

Log in to collect

Academic paper

Cross-Asset Time-Series Momentum Strategy: A New Perspective

Authorsdezhong xu; Bin Li; Tarlok Singh; Jung Chul Park

Institute
  • Independent - affiliation not provided to SSRN
  • Griffith University
  • Griffith University - Department of Accounting, Finance and Economics
  • University of South Florida

Paper linkhttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=4424602

This strategy is gated

A paid plan unlocks the full write-up, rules, Python, and trade lists. About 20% of the library stays free.

View pricing