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