The Meb Faber Show - Better Investing cover image

The Best Investment Writing Volume 5: Campbell Harvey and Michele Mazzoleni, Research Affiliates – Breaking Bad Trends

The Meb Faber Show - Better Investing

00:00

The Intersection of Slow and Fast Time Series Momentum Signals Can Provide Predictive Information

Our analysis leverages and extends our work on momentum turning points. We show that the intersection of slow and fast time series momentum signals can provide predictive information about returns on equity endices. This information, in turn, can be used to improve time series momentum strategies. Our approach is not to be confused with moving average cross overs.

Transcript
Play full episode

Remember Everything You Learn from Podcasts

Save insights instantly, chat with episodes, and build lasting knowledge - all powered by AI.
App store bannerPlay store banner