…That factor is momentum. Using momentum with value isn’t as straightforward as many think, though. There are a variety of ways to do it, and each one of them can…
Search Results for: momentum
The Five Biggest Mistakes I Have Made in My Career Managing Quant Strategies
…the course of my career more than I should have. Even if momentum makes much less sense to me intuitively, the empirical evidence to support it is just as strong….
Flush With Wealth, Older Americans Are Poised To Spend This Year
…at the beginning of the pandemic, and consumers aged 65 years and older have increased their spend the slowest of any age group. According to Visa’s “spending momentum” index, the…
Buying The Dip No Longer A Sure Thing
…colliding with selloffs from institutional investors, making the approach a less effective way to build and keep the momentum from a short-term bounce. As inflation threatens to rise over the…
Dual Momentum Investing with Gary Antonacci
…momentum investing topics, including using modules to introduce uncorrelated assets into a strategy, whether value and quality can enhance momentum and how momentum works when applied to cryptocurrencies. Listen on…
JPMorgan Prefers Value Over Growth
Strategists at JPMorgan prefer value stocks over growth stocks, and are optimistic that the economy will sustain positive momentum, reports an article in The Street. Though growth stocks have dipped…
A Look at Changing Factor Exposures in an Evolving Market
…have back in 2020. Momentum Top Momentum Decile Current 2/16/2021 3/26/2020 Value 59 25 29 Quality 52 31 40 Low Volatility 41 25 40 Another side effect…
ARK’s Rise & Fall: 4 Lessons
…top in 2020, and dropped down to the bottom again last year. Don’t Chase Momentum. Investors tend to buy into a fund after it’s already made a lot of gains,…
Quant Pioneer Asness Says It’s Too Early To Gloat
…it’s firing on all cylinders now,” he said. “The fundamentals are right, the price momentum is right and the valuation spreads are still, ignoring the prior six months, at records.”…
Six Hidden Investment Research Tools on Validea You Can Use For Free
…momentum and low volatility) and sub-factors. When investors enter a ticker, they are presented with an overall factor score (0-100, with 100% being the best), and below that are the…