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Contribution Details
| Type | Bachelor's Thesis |
| Scope | Discipline-based scholarship |
| Title | Testing Momentum Strategies using Python |
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| Institution | University of Zurich |
| Faculty | Faculty of Business, Economics and Informatics |
| Number of Pages | 41 |
| Date | 2023 |
| Abstract Text | The aim of this thesis is to develop an automated correction tool using the Python programming language to efficiently correct the Involving Activity 3 in the course Asset Management: Investments. The exercise requires students to create two momentum strategies based on historical stock prices of 18 stocks using varying look-back and holding periods. The tool is designed to be highly flexible in terms of input data, loock-back, and holding periods, enabling the momentum strategies to be effectively tested and compared to a buy-and-hold strategy. The tool offers a powerful approach for correcting the Involving Activity 3 leading to faster processing times and minimized errors compared to manual correction methods. |
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