...商品期货] 三因子模型：Fama-French 三因子模型 统计套利：配对交易 突破类策略：Dual Thrust 简版 动量策略（momentum driven） 6.
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动量交易策略 Momentum Trading Strategy ; momentum strategy
Results show that under the short mechanism, the momentum strategy will make the operation more flexible and easy to get more profits.
结果表明,引入做空机制后,会使得动量策略的操作更加富有弹性,也容易获得更大的收益。
参考来源 - 股市价格泡沫与投资者行为研究Especially, the industry momentum strategies have close relation with the stock market trend.
行业动量策略的成功与否与大盘走势有着密切的联系。
参考来源 - 基于中信标普指数的行业动量策略研究·2,447,543篇论文数据，部分数据来源于NoteExpress
而在长期采用动量策略，其年化超额收益率虽然较低，但也显著为正，并维持在5%左右。
In the long term, when choosing positive feedback strategy, we can obtain about 5% returns in excess of market average return.
在风险补偿的实证研究中，多因素模型在一定程度上还是能对动量策略产生的超额利润进行解释。
The multifactor model is used to measure the profitability of the Momentum strategy after accounting for risk, and it can explain t...
说明：股票动量效应和反转效应的函数。输出利用这两种策略的持有期累计收益。
Stocks Momentum and Contrarian Effects of the function. Output use of these two strategies cumulative gain holding period.
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