Learning From Mebane Faber's "Relative Strength Strategies for Investing" The paper explores Relative Momentum strategy on Equities Sectors. 01 June, 2010 / 0 Comments
Learning From "Do Foreign Exchange Markets Still Trend" The paper suggests that the era of easy profits from simple trend following in major currencies is over. 01 January, 2010 / 0 Comments
Learning From "Using Style Index Momentum to Generate Alpha" Relative Momentum applied on Style Indexes delivered positive results. 01 January, 2010 / 0 Comments
Learning From AQR's "The Case for Momentum Investing" Relative Momentum is a persistent anomaly and complements a value-focused portfolio. 01 January, 2010 / 0 Comments
Learning From Trendstat's "The Driving Force Behind Profits in the Managed Futures Industry" Absolute momentum strategies benefit from large moves in markets. 01 January, 2010 / 0 Comments