Beat the Market: An Effective Intraday Momentum Strategy for S&P500 ETF (SPY)
The study investigates the success of an intraday momentum strategy on SPY, an ETF tracking the SP500, which resulted in a 1985 total return from 2007 to 2024.
Featured in No. 49 on 15 May 2024 · 5 days after release · 2 citations today
- Released
- 10 May 2024
- First featured
- No. 49 · 15 May 2024
- Citations (Semantic Scholar)
- 2
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 1,012
- Identifier
- SSRN 4824172
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