Jul
12
Momentum Is Rising From the Dead, But Only for Equity Quants
By-
Strategy of buying stocks with best 12-month gains outperforms
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BlackRock says strength to continue despite June tech selloff
Call off the search party. Stock market momentum has been located.
As investors chasing trends across asset classes have gotten pummeled over the past few weeks, a smaller subset of asset managers has managed to thrive: market-neutral momentum equity funds. The vehicles employ a quantitative strategy where the market’s greater moves are hedged out, isolating bets around stocks that have gone up the most in the past year…
Momentum Is Rising From the Dead, But Only for Equity Quants
