Time series momentum

AI & Machine learning
1

Course Name: Advanced Momentum Trading: Machine Learning Strategies, Section No: 8, Unit No: 1, Unit type: Notebook 

the time series momentum hold the security for 20 days but it exit the position in less than provided time 

2

Hi Yash,



I checked the entire trade sheet, and I got this output trade sheet.







Can you please share the trade you observed with the lesser holding period?