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  1. Momentum-backtest-Jegadeesh-and-Titman-1993-replication-on-S-P-500-constituents Momentum-backtest-Jegadeesh-and-Titman-1993-replication-on-S-P-500-constituents Public

    Replication of Jegadeesh & Titman (1993) momentum strategy on S&P 500 constituents, with Fama-French factor attribution.

    Python