Tag: momentum (Page 1 of 8)
A video digest of our most recent weekly research commentary on using factors to allocate to new products like sector disruptor ETFs.
Sector disruptors are new products that can be hard to allocate to. The proven history of factors (momentum, etc.) can be a guide.
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.
A Carry-Trend-Hedge Approach to Duration Timing
By Corey Hoffstein
On October 15, 2018