Michael Hunstad - Institutional Trends in Factor Investing (S3E9)
Flirting with Models
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Is There a Difference Between Value and Momentum?
In a value portfolio, we will par it with momentum, but not the typical kind of momentum that you might think. We're not trying to accentuate the highest momentum stocks in the universe. But by appropriately choosing where you're at in that distribution of any factor, and there's a big difference in the dec rate versus accentuating s of the best verses limiting the worst the worst.
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