presented by Rumana Akter id:25015041 Department of Public Health Canadian University of Bangladesh

Lab 1

Momentum investment strategies involve taking long positions on stocks that show positive momentum (winners) and shorting those with negative momentum (losers). By relying on past information to predict future performance, momentum exploits a market anomaly. In this document I illustrate the strategy by generating a signal to buy (long position) or sell (short position) based on historical information.

Vanessa Ziba Ardelia 52250048

Utilizing data from the Tilley et al. study to perform DE & Pathway Analysis