Search found 2 matches
- Fri Apr 04, 2014 10:32 pm
- Forum: Estimation
- Topic: Momentum regression, portfolio forming
- Replies: 2
- Views: 3390
Re: Momentum regression, portfolio forming
Thanks for the reply. I will be using excel then since my skill level is much higher in excel than eviews.
- Fri Apr 04, 2014 12:52 am
- Forum: Estimation
- Topic: Momentum regression, portfolio forming
- Replies: 2
- Views: 3390
Momentum regression, portfolio forming
Hi, I need to do a momentun regression in Eviews. I got data consisting of 100 stocks and i have their daily returns over the past 20 years. I want to form 5 portfolios so that each portfolio contains 20% of the stocks based on the past 12 months performance and hold it for the next 12 months after ...
