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  • Time Series Momentum

    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

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