Fixes Logic in Momentum and Style Rotation Effect #229
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AlexCatarino
commented
Aug 29, 2019
AlexCatarino
commented
- Instead of the algorithm goes long the top performing ETF and short the ETF at the bottom as desired, the algorithm was doing the opposite.
- Refactors and adds more comments.
Instead of the algorithm goes long the top performing ETF and short the ETF at the bottom as desired, the algorithm was doing the opposite. Refactors and adds more comments.
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