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CLENOW ROTATION

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Clenow Rotation Applied On Indian Stocks.

Clenow Rotation applied on Indian Stocks.

  • March 5, 2018
  • admin
  • blog
  • 1 Comment

I decided to code and backtest Andrew Clenow’s now famous Rotation of momentum stocks strategy. (as mentioned in this book ) Some fascinating observations from the data set but before that lets jot down the strategy settings. · We rank the…

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