Leveraged Style ETF (2X and -2X) Momentum Strategy
December 30, 2011 - Momentum Investing, Volatility Effects
A subscriber suggested applying a simple momentum trading strategy to a set of leveraged equity style (size, value-growth) exchanged-traded funds (ETF), including leveraged long and leveraged short counterparts to exploit both positive and negative markets. It seems plausible that leverage may make funds react quickly and strongly to business cycle shifts that affect style performance. However, the costs… Keep Reading