CS: Correlations Are Falling So It's Time To Buy GrowthRupert Hargreaves
Alpha has returned, and it’s time to dump momentum strategies in favor of growth strategies according to a research report issued by Credit Suisse and reviewed by ValueWalk this week.
Credit Suisse’s research shows that correlations (including implied correlation) have fallen close to their lowest levels in two decades, which should open up the opportunity for fund managers, who use different strategies to achieve alpha.
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