Momentum Strategy

Codes are in the "codes" folder.

class MomentumPortfolio (MP) in momentumPortfolio.py is designed for stock picking
getting and updating data is written separately. MP can read data from any source
class BackTest in backTest.py is inherited from MP to perform backtest

To-do

rewrite the data loading and cleaning part, need to be able to maintain and extend easily. 问汪哥该做啥，怎么做
backtest on Quantopian and compare results
codes need more comments

Name		Name	Last commit message	Last commit date
Latest commit History 6 Commits
codes		codes
historical_performance_data		historical_performance_data
.gitignore		.gitignore
LICENSE		LICENSE
Momentum Strategy.sublime-project		Momentum Strategy.sublime-project
README.md		README.md
S&P500_2001.1-2015.5_5_6_1.txt		S&P500_2001.1-2015.5_5_6_1.txt
S&P500_2001.1-2015.5_5_6_1_returns.csv		S&P500_2001.1-2015.5_5_6_1_returns.csv