Tag: momentum (Page 1 of 8)
The performance of momentum strategies appears to peak when the formation period plus the holding period sum to between 12 and 18 months.
As a systematized strategy, momentum sits upon nearly a quarter century of positive academic evidence and a century of successful empirical results.
While DIY Tactical ETF strategies became popular after 2008, we often see implementations that fail to adequately diversify. We outline three ways in which we see this manifest: a failure to diversify what, how, and when.
With low current rates and higher durations, the stage may be set for systematic, factor-based approaches to timing bonds – like value, momentum, and carry – to add significant value to passive buy-and-hold.
A Factor-Based Approach to Disruptor-Based Sectors
By Nathan Faber
On August 13, 2018