Momentum investing targets stocks with rising prices, prioritizing trends over valuations for profit. Momentum definitions vary, often relying on short-term price changes and technical indicators.
Momentum investing remains a cornerstone of systematic equity strategies, and our recent research shows it is one deserving of allocators’ full attention. Momentum’s long-term persistence is perhaps ...
When you look at momentum, your returns are best if you do monthly type reassessments and rebalancing. And that creates a problem when you're dealing with individual stocks, because the turnover can ...