its apparently an alpha but im pretty sure its just a hidden premium as you cant predict when momentum stops, you get a sudden mean reversion, and you get anihalated.
So the premium here is probably along the lines of providing liquidity to determine if the valuation is valid until it gets objectively revealed
2026-08-19 18:33:14
1
russdrake :
Haven’t read the paper yet, but how does it compare to Fama French 5 factor model ?
2026-08-19 03:50:52
1
brianpulliam2 :
It’s called the momentum factor. Very well known rewarded factor. There are others.
2026-08-19 06:12:42
5
user620704556 :
no fund runs more than 100bill as of right now
2026-08-18 20:00:58
5
JoanneDaki74 :
is it like the Turtles method?
2026-08-18 13:26:49
1
Luna :
are you reading from ai?
2026-08-19 05:48:29
1
SphinxForex :
Why would teach when you can make money yourself?
2026-08-18 21:19:03
22
user1493997517236 :
Markets can be counter intuitive
2026-08-19 07:20:04
1
lulu :
where do you get those papers?
2026-08-18 10:30:14
4
baba13_310 :
hi , is it possible to get the link of this paper please ?
2026-08-18 14:25:06
1
techflu2 :
Bc institutions can’t successfully stop and target an edge with a positive feedback loop. They can delay, route orders away and try to persuade public opinion that’s it. That’s why they did so much cheating during the gme /amc short squeezes
2026-08-18 16:44:14
1
Sudomike :
Bro half the freaking world rebalances, so I’d say a few have read it.
2026-08-18 20:55:05
1
Bomboklatt11 :
whats the best reseach strategy example against Propfirms?
2026-08-18 16:39:17
1
User543322879 :
https://doi.org/10.1111/0022-1082.00342
2026-08-19 15:00:19
2
S :
hihi titman
2026-08-19 11:10:50
1
dk2070 :
Two years ago I trained a few ai models with some strategies inlcuding this one to see if they can detect/accept the wins and start using it, and this is the only one the model actually started copying and winning with
2026-08-18 20:52:22
1
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