38 reputation
2
bio website
location
age 37
visits member for 1 year, 11 months
seen Jun 24 '11 at 1:48
stats profile views 5

Jun
24
awarded  Scholar
Jun
24
accepted How can I quantitatively test the validity of momentum indicators?
Jun
21
comment How can I quantitatively test the validity of momentum indicators?
@RockScience good point, another test would be to see if indicator shows any difference compared to random sample. So what we are saying is that if we believe stocks follow random walk, then maybe momentum is equal to short term drift.
Jun
20
awarded  Student
Jun
20
asked How can I quantitatively test the validity of momentum indicators?