Dumb money has been buying low-momentum, high-volatility stocks... and it's been working. https://counterpointmutualfunds.com/factor-scoreboard/ …pic.twitter.com/xpCiOfryWP
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sorry I'm dim, MKT, BAB?
MKT = stock market return, BAB = return to buying low beta and shorting high beta stocks (beta-neutral)
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oh.... yes... of course. but not just stock market return... or not at least how I would do, I would do it long gamma delta neutral... the move the market moves the better in either direction. but usually that's the up direction
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