Stock Market and Shares Exchange Strategic Performance Analysis.
Landu Joel
➡ About the Task
The analysis mainly compared the effectiveness of the time series momentum strategy and the cross-sectional momentum strategy performance in the Chinese and US stock market and share Exchange between 2015-2019 and 2020-2021. With the maturity of China's stock market supervision mechanism and the increasing degree of market reach of China's stock market, the analysis, aimed at giving insights into the relevant models involved in steering China's stock market coverage.
➡ Brief of the Research Implementation Process, Outcome, and Recommendation
I was engaged in carrying out a descriptive research that speaks the volume of the best momentum strategy to accelerate stock market coverage over the time by encouraging more investors to venture into the market. With my rich analytical and research skills, I was able to complete the research project on time with key finding, noting that investing on time series momentum strategy (TSM) is better than cross-section momentum strategy due to its ability to give higher returns than CSM. The research suggested further research to be done on other momentum strategies in order to establish whether there is any other better strategy than TSM to be used by the investors in the stock market exchange to accelerate market coverage.
➡ Project Key Terms
Volatility, Sharpe Ratio, Profitability, Loss, Win rate, Expectation, Correlation, TSM, CSM, Strategy, Performance, Stock Market.
