GitHub - huozi07/value-momentum-china: Value and momentum strategy in China

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Value and momentum strategy in China

Name		Name	Last commit message	Last commit date
Latest commit History 11 Commits
.idea		.idea
.ipynb_checkpoints		.ipynb_checkpoints
__pycache__		__pycache__
csvs		csvs
csvs_monthly		csvs_monthly
csvs_weekly		csvs_weekly
readings		readings
results		results
temp_combined		temp_combined
temp_momentum		temp_momentum
temp_value		temp_value
.gitignore		.gitignore
Combined Returns.ipynb		Combined Returns.ipynb
Inactive Date.ipynb		Inactive Date.ipynb
Momentum Returns.ipynb		Momentum Returns.ipynb
Value Returns.ipynb		Value Returns.ipynb
backtest.py		backtest.py
csvs.zip		csvs.zip
csvs_monthly.zip		csvs_monthly.zip
csvs_weekly.zip		csvs_weekly.zip
data.py		data.py
download-data-shanghai.py		download-data-shanghai.py
download-data-shenzhen.py		download-data-shenzhen.py
download-indices.py		download-indices.py
html2csv.py		html2csv.py
momentum_shanghai.csv		momentum_shanghai.csv
requirements.txt		requirements.txt
shanghai-equities-rmb.csv		shanghai-equities-rmb.csv
shanghai-equities-rmb.html		shanghai-equities-rmb.html
shanghai_date_counts.csv		shanghai_date_counts.csv
shenzhen-equities-rmb.csv		shenzhen-equities-rmb.csv
shenzhen-equities-rmb.html		shenzhen-equities-rmb.html
signals.py		signals.py
test_momentum.py		test_momentum.py
test_value.py		test_value.py

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