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万维读者网>世界股票论坛>跟帖 |
B兄,the tests are very interesting and useful! A组 |
送交者: learner1 2009月05月15日10:26:19 于 [世界股票论坛] |
回 答:动量指标 由 bubble 于2009-05-15 09:23:35 |
stocks (return 130.48% over the period) are much better than B组 stocks(25.17% over the same period). Would you please explain how you select stocks for each group, and approximately how many stocks in each group? Can you also divide the stocks into more groups, such as 1.1~5, 5~10, 10~15, 15~20 ... and list the returns for these subgroups or finer groups? |
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