Excess Returns  cover image

An In Depth Look at Momentum Investing and Trend Following with Jack Vogel

Excess Returns

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Is There a Better Pairing Between Value and Momentum?

Adi: It seems like, and you've talked about this a little bit earlier, value and momentum make a perfect pairing for each other in a lot of ways. They they tend to work at different times, though, their premiums em to be negatively correlated with each other. One thing that i think people need to take into account is value is very nice in that it can be rebalanced annually. So let's say we're not do an asylum, right? Which, again, i would say, i'm more of a fan asylum,. But let's say you're doing it combined. Trenfalling is my single asset or the one I'm looking at trending up or

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