Oh yes, it indeed was very helpful. While i took couple of hours to understand each formula and hten had to lean on to Momentum 30 index methodology)
I haven’t had thought hard about log returns you’ve used for St Dev, but will read it.
however, one comments and question – Wouldn’t it make sense to straightaway pick Momentum 30 index to invest than to do this every week? (not withstanding the short term capital gains it will incur)
| Subscribe To Our Free Newsletter |
