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by JonetZki
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.
by JonetZki
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 ...

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