Complex Offensive/Defensive Asset Class Momentum
August 10, 2022 - Momentum Investing, Strategic Allocation
Can investors achieve attractive asset class momentum strategy performance by applying slow relative momentum to different risk-on (offensive) and risk-off (defensive) sets of exchange-traded funds (ETF), and fast absolute momentum to a separate risk mode identification set of ETFs? In his July 2022 paper entitled “Relative and Absolute Momentum in Times of Rising/Low Yields: Bold… Keep Reading