
The Best Investment Writing Volume 5: Campbell Harvey and Michele Mazzoleni, Research Affiliates – Breaking Bad Trends
The Meb Faber Show - Better Investing
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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.
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