Momentum trading strategy is started from the return continuation research of intermediate horizon . it illustrate that stock price of intermediate horizon have momentum effect that maybe continuable move to a same direction 而動(dòng)量交易策略源于對(duì)市場(chǎng)中期收益延續(xù)性的研究,表明中期股價(jià)具有向某一方向連續(xù)運(yùn)動(dòng)的動(dòng)量效應(yīng)。