Excess Returns  cover image

An In Depth Look at Momentum Investing

Excess Returns

00:00

What Is the Best Time Period With Momentum?

When you're talking about stock selection strategies, cross sectional will be the one that's more common. That's what you're typically going to look at. So momentum tends to mean revert in both the short term and the long term. And so you want to get right in that intermediate term, which i say ta three to 12 month period.

Transcript
Play full episode

The AI-powered Podcast Player

Save insights by tapping your headphones, chat with episodes, discover the best highlights - and more!
App store bannerPlay store banner
Get the app