Not exact matches
This is a great
strategy for showing what your team is made of and building some strong
momentum for the
coming year.
Growth models excelled in 2011, with the Validea
Momentum strategy and the model based on James O'Shaughnessy
coming in in the # 1 and # 2 slots for the year.
«We're in this unique position that we
came into the prize as a very young brand, so for us it's just helped to gain great
momentum, exposure and legitimacy and we were able to implement our commercial
strategy with the least resistance,» Emme says.
Based on my efforts thus far, I realize that the book isn't going to get the exposure it needs to develop the
momentum to sell itself until I
come up with a completely new
strategy.
However, while it is true that
momentum - based
strategies come with traits such as increased volatility and higher turnover, they may have a place for a wide range of investors.
Crossover rules may mitigate some unwanted volatility, but they do not help with the high turnover that
comes with
momentum strategies.
Viewed as one of eight possibly efficacious
strategies around the world, we can not
come close to rejecting that
momentum's Sharpe ratio in Japan is ex ante equal to
momentum and value's average Sharpe ratio everywhere.»
Random sidenote: A
strategy based on weighting stocks on factors such as dividends, value,
momentum etc all
come under the category of «smart beta», which was in vogue for the past couple of years (until Bitcoin
came and became the Queen Bee, Mean Girls style).
There are
strategies targeting single risk - factor exposure (e.g., value, low volatility,
momentum, quality, or size), those employing alternative weighting methods (e.g., fundamental, dividend, or equal weight) and a smaller, but expanding, set of multifactor
strategies coming to market.
One thing that Tyler just referred to is if anything pride of place
came before
momentum and is a super important
strategy to us.
Firming up the job search
strategy this early in the year is critical if you're not happy with where you're at in your career because it determines the
momentum with which you'll move forward in the
coming months.
All of these
strategies bode well for a continued strong performance in the
coming year as the economy continues to gain
momentum.