Posted by judgetrade at Mar 20, 2022 1:27:02 PM
Re: Factor Momentum
Yuval,
yes, but as seen in above table some factors (top 6) do trend very well (same thing with high beta, good luck shorting it from April 2020-Nov 2021)...

Since the transition to international data seems to make a lot of work, lets postpone this discussion...
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Best Regards
Andreas