{"title":"Using Zweig’s monetary and momentum models in the modern era","authors":"John Swetye, W. Ziemba","doi":"10.1080/21649502.2015.1165917","DOIUrl":null,"url":null,"abstract":"We study Zweig's momentum and super model prediction using the Value Line Composite Index on current stock market datas based on FED monetary movements and stock market price movements. The results are still very good with buy and sell signals.","PeriodicalId":438897,"journal":{"name":"Quantitative Finance Letters","volume":"16 22 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2016-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Quantitative Finance Letters","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/21649502.2015.1165917","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 1
Abstract
We study Zweig's momentum and super model prediction using the Value Line Composite Index on current stock market datas based on FED monetary movements and stock market price movements. The results are still very good with buy and sell signals.