Learning From Quest Partners' "Know Your Skew" Momentum strategies, with frequent small gains and losses and occasional large gains, are inherently positively skewed. 01 August, 2011 / 0 Comments
Learning From Kathryn Kaminski's "In Search of Crisis Alpha" Crisis alpha delivered by momentum practitioners will be an excellent diversification during tail risk events for traditional portfolios. 01 May, 2011 / 0 Comments
Learning From AQR's "Trading on Trends" The paper listed various time-series momentum signals which basically go long when prices move up and short when prices move down. 01 January, 2011 / 0 Comments