TSMOM
A complete guide to Time Series Momentum (TSMOM) - the strategy that bets on trends continuing. Covers the math, Python implementation from scratch, backtesting, performance metrics, volatility scaling, and common pitfalls. Based on Moskowitz, Ooi & Pedersen (2012). Includes code examples, visualizations, and resources for further learning.
Install / Use
/learn @mirkovicdev/TSMOMREADME
TSMOM
A complete guide to Time Series Momentum (TSMOM) - the strategy that bets on trends continuing. Covers the math, Python implementation from scratch, backtesting, performance metrics, volatility scaling, and common pitfalls. Based on Moskowitz, Ooi & Pedersen (2012). Includes code examples, visualizations, and resources for further learning.
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