Momentum based on FF3 residuals

Run a rolling regression over 36 months of excess return (retrf) on excess market return (mktrf), size and value factors (smb, hml) and compute idiosyncratic returns as the one-month lagged residual. ResidualMomentum is the rolling mean of the residual divided by the rolling standard deviation of the residual, both computed over the past 11 months.