Analysis of Tesla
“Momentum (Mom) is "Winner minus loser", with stocks that have outperformed in the past tend to exhibit strong returns going forward.”
AssetEquities
StrategySize premiumvalue investing
TechniqueRecurrent neural networkfeedforward network
GeographyUSEurope
Also stated: Excess return, Long-short, Fundamentals, out-of-sample test
Missing from abstract: benchmark, costs, multiple testing, universe
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The paper's neighbourhoodSize premium by year
FamilySize premium22Momentum and trend following289Factor investing240Machine learning return prediction15318 more · 980
AssetEquities18
AuthorsQu, Gu1
The family is counted across the whole universe. Asset, method and authors are counted inside the family.
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