09 Jan What is the monthly volatility of a long-short momentum portfolio that is re-balanced annually using the bottom 10th percentile annual
What is the monthly volatility of a long-short momentum portfolio that is re-balanced annually using the bottom 10th percentile annual returns as the "losers" and the top 90th percentile as "winners" using data from the start of 2010 to the end of 2020? Refer to stockdata.csv...