This video examines cross-sectional momentum, explaining how it differs from the time series momentum approach pursued by CTAs.
This video examines cross-sectional momentum, explaining how it differs from the time series momentum approach pursued by CTAs.
July 2015
In the final chapter of the series, Anthony examines cross-sectional momentum, explaining how the basic idea and the strategies that seek to profit from it differ from the time series momentum approach pursued by CTAs.
Released on 14 July 2015
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