Tag: Momentum
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Betting on price momentum
“Don’t fight the tape.” “Make the trend your friend.” “Cut your losses and let your winners run.” “These Wall Street maxims all mean the same thing—bet on price momentum. Of all the beliefs on Wall… Read More
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Momentum as a stand alone investment strategy
One observation I regularly share is the constant flow of research papers and books about topics I am interested in. Specifically, these topics are listed on the “About” page, but they are primarily those with… Read More
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The role of shorting, firm size, and time on market anomalies
There are now more than 300 published papers providing evidence of the persistence of price trends (inertia/momentum). We point out the constant flow of new papers adding to the evidence of relative price strength as… Read More