Research method
Momentum strategy
Momentum strategy is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Signal
- Input
- Rule inputs, market state and execution constraints
- Horizon
- The system holding period
- Best use
- Make entry, exit and abstention rules testable as one procedure.
- Input: Rule inputs, market state and execution constraints.
- Output: signal.
- Use boundary: Make entry, exit and abstention rules testable as one procedure.
The graph8
How the method is built, and where it has been read
Depends on
Often reviewed together
Mechanical trading system6 readings
Often reviewed together
Exponential smoothing6 readings
Often reviewed together
Trend filter6 readings
Often reviewed together
Rank rotation8 readings
Often reviewed together
Price-indicator divergence10 readings
Often reviewed together
Moving average11 readings
Often reviewed together
Relative Strength Index13 readings
Often reviewed together
Rate of Change16 readings
Read in the archive5 readings
This registry entry describes a research method. It is not investment advice and does not make a performance claim.