Highly Simplified Momentum Strategies
October 26, 2010 - Momentum Investing
Academic tests of momentum generally involve frequent adjustments to portfolios of many stocks, such that trading frictions and shorting/capacity restrictions make implementation impractical for both large and small investors. Are there simplified approaches that successfully shed trading frictions faster than momentum returns? In the October 2010 version of their paper entitled “Feasible Momentum Strategies in… Keep Reading