Z8 clarification

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Re: Z8 clarification [Re: firecrest] #464464 02/15/17 18:07 02/15/17 18:07
Joined: May 2016 Posts: 180 Prague pcz Member
pcz Member Joined: May 2016 Posts: 180 Prague	firecrest: I will but I have to go through the code again to tidy it up and add comments so it will take some time. Also it's in R if you don't mind.

Re: Z8 clarification [Re: firecrest] #464486 02/17/17 17:30 02/17/17 17:30
Joined: May 2016 Posts: 180 Prague pcz Member
pcz Member Joined: May 2016 Posts: 180 Prague	Originally Posted By: firecrest Dear PCZ, Would you be able to share the script of Dual Momentum Strategy? It is worth looking into it. Maybe collective knowledge may help to improve it. Regards You can find the implementation along with some comments and results here: http://statsmage.com/dual-momentum-strategy-implementation/ It seems that with the selected ETFs I get results quite similar to Antonacci's, although the allocations differ slightly. If you find any errors please let me know. Last edited by pcz; 02/17/17 17:30.

Re: Z8 clarification [Re: pcz] #464517 02/22/17 02:24 02/22/17 02:24
Joined: Dec 2016 Posts: 71 F firecrest Junior Member
firecrest Junior Member F Joined: Dec 2016 Posts: 71	Dear PCZ, Thank you. Let me try to learn R too. Regards

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