carhart_momentum
戦略カテゴリ · technical
Academic foundation
Carhart (1997) J. of Finance — 12-month minus 1-month skip momentum, Fama-French 4-factor UMD component
Supported markets
universal
戦略カテゴリ · technical
Carhart (1997) J. of Finance — 12-month minus 1-month skip momentum, Fama-French 4-factor UMD component