Cross Sectional, Trading Strategy, Backtesting, Backtesting Strategy, Trading Strategies Course.
Cross-Sectional & Time-Series The research paper, “” by Amit Goyal and Narasimhan Jegadeesh, delves into a comparative analysis of the performance of time-series (TS) and cross-sectional (CS) strategies grounded in past returns. With a keen focus on the distinct characteristics of these strategies,