Flirting with Models

The Research Library of Newfound Research

Tag: time-series momentum (Page 2 of 2)

Two Centuries of Momentum

As a systematized strategy, momentum sits upon nearly a quarter century of positive academic evidence and a century of successful empirical results.

Is trend following market timing?

Are trend following investors really just market timers? Or is there a difference between using momentum to track trends and predicting tops and bottoms?

Absolute Strength Momentum: Guley And Petkova (2015)

What's the difference between absolute strength momentum and relative strength momentum? Diving into Gulen & Petkova (2015)

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