Not logged in.

Contribution Details

Type Bachelor's Thesis
Scope Discipline-based scholarship
Title Testing Momentum Strategies using Python
Organization Unit
  • Saskia Senn
  • Benjamin Wilding
  • Markus Leippold
  • English
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.
Export BibTeX