Reply To: Overlapping Portfolio

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#64759
Mathew
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Hi Deepak,

From my quick read of this, it looks like they were just testing on an overlap of Momentum strategies. ie the security must meet strategy 1’s and strategy 2’s criteria to be selected. Where 1 was 6-month Momentum and 2 was 12-month.

If there is more to it that I’ve missed, please feel free to explain here what it is and how it could be used in our testers.

All the best

Mathew

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