…is common to take that mentality and assume it also holds. The reality, however, is that it often doesn’t. Investors use words like value and momentum and quality to describe…
Search Results for: momentum
How 3% Yields Could Change the Investing Landscape
…cites comments by Jim Paulsen, chief investment strategist at Leuthold Group, who wrote in a client note, “Historically, the stock market has done OK with rising inflation, provided economic momentum…
What Gambling and the Oakland A's Can Teach You about the Importance of Process
…Value and momentum investing are both good examples of this. It Makes Sense – The logic behind it should hold up. The inputs being used should have something to do…
Want Consistent Market Outperformance? You May Want to Think Again
…respected source that uses factors and shows long-term outperformance, we will track it and add it to our arsenal. Our models range from deep value to growth to momentum. As…
Active Investors Trying to Compete by Getting Small
As passive investing continues to gain momentum in the marketplace, a recent Bloomberg article suggests that active investors might find a “lifeline” in smaller, more focused portfolios. “Institutional investors are…
Lessons From a Quantitative Investing Conference
…excellent presentations about which factors work. As many people would expect, they focused on value and momentum, which are the two factors with the most statistical evidence to support them….
The Nine-Year-Old Bull Still Has Momentum
The U.S. bull market, which turned nine on March 9th, is still showing momentum, despite the fact that it has been called the “most hated rally ever,” according to a…
Trend-Following CTAs Suffer Performance Declines
…their success chasing equity momentum are now too large to change pace,” adding that becoming more reactive would translate into higher trading costs. This situation leaves most CTAs, the article…
Why Both Sides of the Active vs. Passive Debate Are Right
…points out, factor-based portfolios built using factors like Value, Momentum, or Shareholder Yield have beaten the market by between 2% and 4% per year over the long-term. Even if you…
Housel Lists Factors That Can Kill Competitive Advantage
…odds are stacked against them.” House argues that “once you reach a goal you tend to stop doing the thing that made achieving the goal possible.” “Reputational momentum is vicious…