Data, Portfolios, and Performance: How We Test the Strategies

  • Adam Zaremba
  • Jacob “Koby” Shemer


In this chapter, the authors reviewed the methods, then tested and implemented particular strategies. They presented the data sources and explained how they had prepared the samples. Having demonstrated how they had formed the portfolios and implemented the strategies, the authors specified both the methods and indicators used to evaluate the strategies.


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Copyright information

© The Author(s) 2018

Authors and Affiliations

  • Adam Zaremba
    • 1
  • Jacob “Koby” Shemer
    • 2
  1. 1.Poznan University of Economics and BusinessPoznanPoland
  2. 2.AlphaBetaTel AvivIsrael

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