Instrument Selection

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Market Cycles and the Performance of Relative-Strength Strategies

Perhaps because of my research background, I am comfortable with reading academic research paper. One such paper is Market Cycles and the Performance of Relative-Strength Strategies after it was recently reviewed by Cxoadvisory. Among others, the paper investigates whether stock level relative strength (momentum) strategies and industry level momentum strategies are dependent on market cycles. Reading such paper … Continue reading

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