Tag: momentum (Page 3 of 4)
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.
Low return forecasts make risk management crucial. Tactical strategies have been effective in the past, and moderate allocations can make a big difference.
Can value, momentum, carry, and an explicit measure of the bond risk premium be used as methods for timing duration in a fixed income portfolio?
Momentum’s Magic Number
By Corey Hoffstein
On July 15, 2018