Dual Mo, on Stocks

February 15, 2016

My old white papers talked about combining momentum (relative strength) and trend (time series mo).  It works great across asset classes, and apparently, within stocks too.

Table then download…

—-

—-

Download PDF

Website

www.ssrn.com

Get a Free Subscription!

If you send me an email with a link or attachment to a piece you think readers would love, and I use the piece, I will happily give you $100 off your subscription.  This is worth a free quarter of the Farm at current levels.

Send all emails to [email protected] with “RESEARCH” in the subject line.