
Stocks on the Move: Beating the Market with Hedge Fund Momentum Strategies by Andreas F. Clenow
One Trading Book per Day
Exploring Trend Filters, Risk Parity, and Adjustments in Momentum Investing
This chapter delves into the importance of trend filters and risk parity in momentum investing, examining the impact on investment decisions and portfolio stability. It also discusses strategies to enhance the effectiveness of a momentum strategy when faced with underperformance.
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