View Full Version : 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
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
Powered by vBulletin® Version 4.2.2 Copyright © 2024 vBulletin Solutions, Inc. All rights reserved.