Ten Myths About Momentum Investing, Squashed

Ten Myths About Momentum Investing, Squashed by Tim du Toit, Quant Investing If you think share price momentum (also called Price Index) is something only traders use and is of no interest to long-term investors (including value investors) then you will definitely find this article of value. In May 2014 Clifford Asness, Andrea Frazzini, Ronen Israel , (all from ARQ Capital Management) and Tobias Moskowitz from the University of Chicago published a very interesting paper called Fact, Fiction and Momentum Investing. Momentum 20 years old The paper clarifies, using already published research studies, the myths that have developed around the concept…