Jesse Posted June 15, 2015 Posted June 15, 2015 Fama/French (2008): Momentum is "the center stage anomaly of recent years…an anomaly that is above suspicion…the premier market anomaly." This article will share a simple example of the power of momentum, and more specifically, the power of combining relative strength momentum with absolute momentum. Absolute momentum is often referred to as trend following or time-series momentum. We highly recommend those who want to go further in depth to pick up Gary Antonacci’s book, DualMomentum Investing: An Innovative Strategy for Higher Returns with Lower Risk[1]. Click here to view the article Quote
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