Hypotheses

Knowledge library article: “学海拾珠”系列之一百：因子动量与动量因子 - BigQuant量化交易

“学海拾珠”系列之一百：因子动量与动量因子 - BigQuant量化交易

Analysis

“学海拾珠”系列之一百：因子动量与动量因子 - BigQuant量化交易

Backtest and paper results are hypothetical. Trading involves risk of loss.