Replication Data and Code for \"Factor Momentum\" by Arnott, Kalesnik, and Linnainmaa, 2023, Review of Financial Studies, forthcoming

This package contains data, code, and instructions in a README file for replicating the results in the published version of the manuscript

本数据集包包含数据、代码及README文件中的操作指南，可用于复现该学术手稿正式刊发版本中的研究结果。