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本文通过对动量策略的研究,比较分析了动量策略获得超额收益的效果,将动量策略下的效果和实际市场中表现出色的基金作比较分析,证实了动量策略具有较好的效果。
Through the research on momentum strategy, this paper comparatively analyzes the effect of momentum strategy on excess returns. By comparing the effect of momentum strategy with that of the actual market, it proves that the momentum strategy has a good effect.