Search results: "momentum" (Page 2 of 15)
We demonstrate how simple differences in dual momentum implementations can lead to annual performance differences up to thousands of basis points.
As a systematized strategy, momentum sits upon nearly a quarter century of positive academic evidence and a century of successful empirical results.
In this research note we explore quantitative trend, value, and carry signals for timing exposure to bonds and find evidence of their historical efficacy.
Momentum’s Magic Number
By Corey Hoffstein
On July 15, 2018