Daily data of over 35,000 global indexes published by NASDAQ OMX including Global Equity, Fixed Income, Dividend, Green, Nordic, etc. are available for free download on Quandl. Out of which about 1000 indices are USD denominated Total Return (TR) indices. We were curious to find out the result of applying our Relative Momentum algorithm on this subset. We also wanted to know if the rank of the Indian TR Index within this subset can be used to time NIFTY or MIDCAP investments. To know more, download the pdf Relative Momentum Back-test.
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