What do “legitimate” momentum factor people do about GME?
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isn’t this what the one in twelve minus one is for? also so of
@choffstein guests have talked about similar type of situations and i think it basically amounts to using higher moments to grade the quality of the returns to reward trending stuff and downgrade bug sudden pops
Even 12-1 momentum is long GME at the moment, in fact it has one of the highest exposures to this factor
