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The Momentum Factor Is Real. Too Bad It Doesn't Work.

TedTed
in The Bullpen
FYI: Decades of academic research support the existence of the momentum factor, but it can’t be put into practice in reality, according to a new study from Dimensional Fund Advisors.
Regards,
Ted
https://www.institutionalinvestor.com/article/b1bxr4ppygmdth/The-Momentum-Factor-Is-Real-Too-Bad-It-Doesn-t-Work
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