Flirting with Models cover image

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

Flirting with Models

CHAPTER

How to Use Seasonality in the Construction of a Portfolio

Seasonality is the phenomenon of buying and selling stocks at different times. West nilik says managers use seasonality to make their portfolios look better than they probably are. Quarter ending months are generally the best month to run a long, short momentum portfolio. December's definitely the best because people sell losers in december but hold on to winners.

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