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Jack Vogel - Momentum in Theory, Momentum in Practice (S1E6)

Flirting with Models

CHAPTER

The Fundamental Momentum Strategy Subsumes Price Momentum

Nove marks paper argues that price momentum is subsumed by fundamental momentum. More recently, you've had the cue factor model start to gain some popular ity. I believe how do you look at establishing your confidence in continuing to use something like momentum in your investment process?

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