…suggested using momentum as a helpful tool in avoiding that. Full interview with Rob Arnott. https://www.youtube.com/watch?v=sPwBeok5DTM [2] Robert Hagstrom and Gregg Fisher – Have the Patience to Do Nothing We…
Search Results for: momentum
A Look at the Different Approaches to Factor Timing
…2017 “Contrarian Factor Timing is Deceptively Difficult” and concluded that it is much harder than it looks. They found better results using momentum in their 2019 paper “Factor Momentum Everywhere”. …
European Value Managers Say They Can’t Find Anything To Buy
…momentum of the last 18 months. Currently, the strategy is 26% in cash, and plans to be wound down by the end of October. It’s not alone in shuttering: asset…
Balancing Return and Risk in Factor Investing with Harin de Silva
Many factor investors tend to use similar approaches. You will typically see some value and momentum in their strategies. You will also likely see some quality, and maybe even some…
Quants Are Taking Over The Bond Market
…Investors now believe that slicing bonds by factors like value and price momentum produces outperformance over traditional investing styles, and Wall Street is following along as never before, the article…