In the long term, when choosing positive feedback strategy, we can obtain about 5% returns in excess of market average return.
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.
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。
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