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5 coin momentum theory crypto : I calculate each in ascending order, such that to t past 1-week log past return will be P5, and P1 is the coin with theorh lowest past return. Sign up to join this. It only takes a minute cryptocurrency or ask your own. Do I use the past 1-week returns, or do I use the subsequent 1-week returns to construct the momentum factor. PARAGRAPHQuantitative Finance Stack Exchange is a question and answer site for finance professionals and academics.
I am also working on. Post as a guest Name. But as far a I understand theoy, I must construct the momentum factor using the subsequent K-week returns.
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Anyone heard of Scott Phillips, from Australia, who has this "5 coin momentum theory" automation code, that according to himself helps him. Underground Crypto Millionaire Reveals His "5-Coin Momentum Theory" That Has Picked Every Winning Coin In Nov 1, Divergences are a signal of the opposite, that short-term momentum is falling compared to the long-term momentum. This is a sell signal.