{"title":"运用茨威格的现代货币和动量模型","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":"{\"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}","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}
Using Zweig’s monetary and momentum models in the modern era
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.
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