Thread: Momentum model

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  1. #1

    Default Momentum model

    Hello

    What's the best (Cheapest, easiest) way of testing a model?

    Am developing a momentum model i wish to test on Nasdaq tech stocks.

    Tyvm
  2. #2

    Default

    Hi,

    What is the equation/algorithm for your momentum model? Over what period do you want to measure momentum? What brokerage and/or technical analysis software do you already use or have access to?

    "The formula for momentum is:

    M = V - Vx
    Where V is the latest price, Vx is the closing price x number of days ago."

    Read more: http://www.investopedia.com/articles...#ixzz3hCZxVa00

    Many technical analysis software programs already provide momentum screens, including brokers, but a factor includes your time frame as to the cost of the data.

    For example: http://www.marketinout.com/stock-scr...icker=momentum provides many screens that you can backtest for free.

    HTH

    Tim

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