…the ratio continues to make higher highs, momentum is at record overbought levels.” It advises investors to “watch for momentum to roll over as a signal that the bull market…
Search Results for: momentum
The “Value” Phoenix May Rise
A recent Advisor Perspectives article argues that the value investing strategy shouldn’t be counted out just yet. “We have seen flickers of value’s reemergence,” it reports, adding, “After outperforming momentum…
Quants Find the Missing Piece
…an article in Institutional Investor. The study reportedly analyzed the best way to combine investment factors like value and momentum and found that a portfolio constructed using “forecast risk management”—a…
Validea on YouTube: A Resource for Investors
…name a few. Here’s an overview of the channel playlists: Risk Managed & Asset Allocation Models: Discussions on protective momentum, trend-following and protective asset allocation investment models. Excess Returns: A…
Excess Returns, Ep. 28: The Danger of Focusing on What Should Be and Missing What Is
…filter into your investment strategy; Why momentum can be the great equalizer in separating what is from what should be. Watch on YouTube Apple Podcasts All Other Podcast Platforms https://www.youtube.com/watch?v=AeRm0ePbzxo…
A Detailed Look at the Quality Factor
…momentum. We have found that adding fundamental momentum to a price momentum strategy can add an element of quality to it and improve risk-adjusted returns over time. Quality can also…
Excess Returns, Ep. 27: Quality and Low Volatility: The Factors That Shouldn't Work
…tendency of investors to systematically misprice certain types of securities. Factors like value and momentum are easy to explain using this framework, but the outperformance of quality and low volatility…
The Balance Between What Is and What Should Be
…dealing with it in reality is much more difficult. I certainly don’t have a magic bullet, but one thing I have found can be helpful is the use of momentum…
Excess Returns, Ep. 26: Interview: Systematic Value Investing with Wes Gray
Wes Gray is the founder of Alpha Architect, the author of Quantitative Value and Quantitative Momentum, and an expert in systematic investing. In this interview, we discuss: The recent struggles…
Excess Returns, Ep. 25: An In Depth Look at Momentum Investing
…depth look at momentum investing. We discuss: The different types of momentum and ways to measure momentum. Some of the drawbacks and risk of momentum investing. We also talk about…