Intrinsic Momentum Versus SMAs for Size Portfolios
March 7, 2013 - Momentum Investing, Technical Trading
Do time-series (intrinsic) momentum rules for timing stocks beat comparable simple moving average (SMA) rules? In the February 2013 version of their paper entitled “Time-Series Momentum Versus Moving Average Trading Rules”, Ben Marshall, Nhut Nguyen and Nuttawat Visaltanachoti compare and contrast the stock portfolio timing results of intrinsic momentum and SMA rules. They compare intrinsic momentum… Keep Reading