Behind The Markets Podcast: The 2022 Jacobs Levy Quantitative Finance Conference
Behind the Markets Podcast
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Is There a Future in Momentum?
Geremy: Most of them have way under performed the s and p. As they say, there's so many other factors. It obviously depends how you specify the factors. Each one will have their own tilt. Some might have small cat tilts. Others might have other things going on. Certainly, it's been a return to value this year. This is this yearyear, finally we we get, we value investors get a little bit of relief with e t, with all that that’s happening there. What do you think of your your is there a future in momentum should i mean, discussed it before?
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