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Added paper link
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rbeeli authored Mar 23, 2022
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Expand Up @@ -7,7 +7,7 @@ Short-term momentum trading strategy implemented for the lecture "Systematic ris
## Overview

* Implementation in R
* In accordance to paper:
* In accordance to paper [Short-term Momentum (Medhat, Schmeling 2021)](https://academic.oup.com/rfs/article-abstract/35/3/1480/6286969):

+ Monthly pricing data from the Center for Research in Security Prices (CRSP)

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