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01 Oct Learning From AQR's "Good Strategies for Tough Times"

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Composite of long/short premia, including Absolute and Relative Momentum performs well when Equities or Bonds perform poorly. Absolute Momentum is a good complement with Private Equity with negative correlation.

01 Jul Learning From "215 Years of Global Multi-Asset Momentum: 1800-2014"

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Significance of Relative Momentum premium is confirmed inside and across asset classes for the last two centuries.

01 Apr Learning From Newfound Research's "Momentum and Diversification"

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The paper outlines a framework for combining Momentum and Diversification across a spectrum of static asset allocation portfolios.

01 Apr Learning From Wellington's "Trend-following momentum investing"

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Both relative and absolute momentum is important when choosing stocks. Stock should rank well relative to other stocks and also has positive price trend.

01 Mar Learning From "Profitable Momentum Trading Strategies for Individual Investors"

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After factoring in transaction costs and risks, the highest returns and monthly alphas are obtained by buying the top five to eight of the top performing stocks of the previous six-month holding period.

01 Jan Learning From Asiya Investments' "Momentum investing in Asia"

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Relative Momentum effect on both price and earnings is evident in Asia stocks.

01 Dec Learning From Deutsche's "Momentum investing with Sector ETFs"

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Relative Momentum applied on sector ETFs delivered higher risk adjusted return as compared to market cap weighted global stock indices.

01 Jul Learning From AQR's "Fact, Fiction and Momentum Investing"

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10 common myths about Relative Momentum investing are addressed.

01 Apr Learning From PowerShares' "Smart Beta Momentum Investing"

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The paper explores when Relative Momentum investing works best and when it underperforms. Relative Momentum can be applied in a variety of ways.

01 Mar Learning From Pension Partners' "An Intermarket Approach to Beta Rotation"

Posted at 00:00h in Invest 0 Comments

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01 Oct Learning From AQR's "Good Strategies for Tough Times"

Composite of long/short premia, including Absolute and Relative Momentum performs well when Equities or Bonds perform poorly. Absolute Momentum is a good complement with Private Equity with negative correlation.

01 Jul Learning From "215 Years of Global Multi-Asset Momentum: 1800-2014"

Significance of Relative Momentum premium is confirmed inside and across asset classes for the last two centuries.

01 Apr Learning From Newfound Research's "Momentum and Diversification"

The paper outlines a framework for combining Momentum and Diversification across a spectrum of static asset allocation portfolios.

01 Apr Learning From Wellington's "Trend-following momentum investing"

Both relative and absolute momentum is important when choosing stocks. Stock should rank well relative to other stocks and also has positive price trend.

01 Mar Learning From "Profitable Momentum Trading Strategies for Individual Investors"

After factoring in transaction costs and risks, the highest returns and monthly alphas are obtained by buying the top five to eight of the top performing stocks of the previous six-month holding period.

01 Jan Learning From Asiya Investments' "Momentum investing in Asia"

Relative Momentum effect on both price and earnings is evident in Asia stocks.

01 Dec Learning From Deutsche's "Momentum investing with Sector ETFs"

Relative Momentum applied on sector ETFs delivered higher risk adjusted return as compared to market cap weighted global stock indices.

01 Jul Learning From AQR's "Fact, Fiction and Momentum Investing"

10 common myths about Relative Momentum investing are addressed.

01 Apr Learning From PowerShares' "Smart Beta Momentum Investing"

The paper explores when Relative Momentum investing works best and when it underperforms. Relative Momentum can be applied in a variety of ways.

01 Mar Learning From Pension Partners' "An Intermarket Approach to Beta Rotation"

Rotating between the broad market and Utilities sector based on Relative Strength improves performance.