Hello all,
My name is Harry. Currently I am conducting research in the field of finance and then in particular doing research on (Time Series) Momentum.
In a nutshell, I want to research whether money can be made while trading based on a momentum strategy. In a momentum strategy I want to use past returns to predict whether future returns will go up or down. However, since I am fairly new to Stata I don't know how to do so.
Can anyone help me get started with this?
Yours sincerely,
Harry
My name is Harry. Currently I am conducting research in the field of finance and then in particular doing research on (Time Series) Momentum.
In a nutshell, I want to research whether money can be made while trading based on a momentum strategy. In a momentum strategy I want to use past returns to predict whether future returns will go up or down. However, since I am fairly new to Stata I don't know how to do so.
Can anyone help me get started with this?
Yours sincerely,
Harry