…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…
Search Results for: momentum
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…
Three Ideas to Help Fundamental Investors Weather a Flows Based Market
…in opposition to our own opinions. Momentum doesn’t care about why something is going up. It only cares that it does. If the market cares about fundamentals, then momentum will…
Options for Investors Worried About the Future of the 60-40 Portfolio
…used to only be available to more sophisticated investors, but there is now an ETF that follows the strategy. We have also found some interesting quantitative approaches that use momentum…