Momentum Portfolios October Update

In 2011, Scott’s Investments began tracking a momentum portfolio which ranks a basket of ETFs based on price momentum and volatility. In 2014, I also introduced a pure momentum system, which ranks the same basket of ETFs based solely on 6-month price momentum.

Column types

col_number() [n], finds the first number in the field. A number is defined as a sequence of -, “0-9”, decimal_mark and grouping_mark. This is useful for currencies and percentages. To recognise these columns, readr inspects the first 1000 rows of your dataset.