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Disclaimer: This video is no investment advice and is for educational and entertainment purposes only.

Momentum is widely discussed in academia. Please check my other videos on Momentum for academic references.

Momentum in the Dow Jones:
https://youtu.be/dnrJ4zwCADM

Momentum in the S&P500:
https://youtu.be/5W_Lpz1ZuTI

Videos on SQL & Python:
https://youtu.be/5bUn-D4eL4k

Short term reversal:
https://youtu.be/xpP048vfNrg

0:00 - 01:46 Strategy explanation and prerequisites
01:46 - 3:49 Online data request (yfinance)
3:49 - 4:28 Create a SQL database
4:28 - 06:56 Populating the SQL Database with Python
06:56 - 10:44 Example of requesting data out of the SQL database
10:44 - 16:44 Mass request of all SQL tables and all necessary data manipulations
16:44 - 16:52 Final dataframe
16:52 - 25:35 Momentum strategy with a single formation date
25:35 - 27:54 Construct the momentum function
27:54 - 34:46 Backtest the strategy

#python #sql