Hi everyone,
in this video we are going through the short term reversal strategy and construct and backtest that in Python. I have already referenced to the short term reversal effect which we excluded in the momentum video.

This paper is pretty nicely summarizing the topic in the Introduction:

https://www.newyorkfed.org/medialibrary/media/research/staff_reports/sr513.pdf

List of all academic references can be found here:
https://link.springer.com/chapter/10.1057/9781137359070_7

The grandfathers of this strategy:

Fama (1965)
Jegadeesh (1990)

Disclaimer: This is not an investment advice. The video ist for educational and entertainment purposes only!

#Python #Trading #AlgoTrading

#python #trading