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A Minor Tweak To A Momentum Investing Model Could Have Changed Returns Dramatically
FYI: Do-it-yourself investors are getting frustrated with playing “model may I,” sparking a debate among quants about how best to beat the market. Importantly, over which time horizon should they measure momentum? Momentum models, whether they assess prices on an absolute or relative basis, have led to some losses, particularly late last year and early this year. Regards, Ted https://www.barrons.com/articles/quant-models-came-up-short-in-volatile-stock-market-51548449940?mod=hp_DAY_8
