Short thread about momentum as a risk factor and why you should take it seriously. At first glance it sounds stupid — why would stocks that recently went up continue to move together in the future?
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maybe we could quantify said themes to understand which stocks form a basket of sorts, usually centered around one of the stronger members of the theme
Incredible! Imagine if people had being doing this for the last twenty years, rather than only realising that it might be important in the last six months ;)
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I reinvent stat arb every week. "This might be interesting" "Oh, its just more of the same shit I've been doing for the last 15 years"
Thanks. Twitter will use this to make your timeline better. UndoUndo
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