tag:blogger.com,1999:blog-7630810606654250077.post4373939269395359822..comments2023-05-12T04:18:09.354-07:00Comments on Timely Portfolio: Kenneth French Gift to the Finance Worldklrhttp://www.blogger.com/profile/08783806801212705259noreply@blogger.comBlogger1125tag:blogger.com,1999:blog-7630810606654250077.post-18315869782039863742011-06-29T20:01:08.998-07:002011-06-29T20:01:08.998-07:00Is there a way that we can test our own relative s...Is there a way that we can test our own relative strength or momentum strategies in R?<br /><br />Take 10 instruments (stocks, ETFs, Mutual Funds, etc)<br />Rank them by a measure of goodness ( return, relative strength, etc.)<br />Hold the top N ranked instrument<br />Sell when the instrument drops out of the top NRosshttps://www.blogger.com/profile/00526383284083270790noreply@blogger.com