ASYMMETRY® Observations

Asymmetric Risks of Momentum Strategies May 5, 2014 - (0)
Asymmetric Risks of Momentum Strategies is another attempt to explain the excess returns of momentum using the Capital Asset Pricing Model. The paper discusses a theory of risk asymmetry in momentum risk/reward, but not how to gain an edge from it. Abstract: I provide a novel risk-based explanation for the profitability of global momentum strategies. […]
Leading stocks are lagging April 4, 2014 - (0)
5th Year Anniversary of the Bull Market March 14, 2014 - (0)
Intention = Result: Everybody gets what they want out of the market March 10, 2014 - (0)
Projection makes perception March 10, 2014 - (0)

Mobile Site | Full Site