Time series momentum is a trading strategy that involves buying assets that have exhibited upward price trends and selling those that have shown downward trends over a specific time period.
GDP? But it’s released way too late for any short term investing or swing trading. Has there been an applied 1-day or more lag to avoid look-ahead bias (or avoid treating it as if there’s instantaneous use of same-day or later-in-the-day data ? )
GDP? But it’s released way too late for any short term investing or swing trading. Has there been an applied 1-day or more lag to avoid look-ahead bias (or avoid treating it as if there’s instantaneous use of same-day or later-in-the-day data ? )
Results are on back-tested period. There is no test or validation dataset.
yes, only IS data