Tag: Relative Strength
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Adapting to Change… and Volatility
High relative strength stocks have always had the potential to gap down just as they may gap up. High momentum is sometimes joined by high volatility. I have observed several changes in trend behavior and… 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