Behind The Markets Podcast: The 2022 Jacobs Levy Quantitative Finance Conference
Behind the Markets Podcast
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Investing in Momentum
Fees and transaction cass are pretty large. So whenever you're looking at these e t f especially the ones that track momentum, you have to keep in mind that they have high turnover. One of the biggestand i think it's ar ound 20 basis points, which is not that high in very high terms. They only rebalance twice a year. Do you think if people rebolancing twice a year as a momentum tragedy could work?
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