14.05.2025 High frequency momentum strategy is navigating the market's perfect storm
By Opalesque Geneva:

Data from 2004 to 2024 reveals that momentum portfolios achieved an average annual return of 23.69%, compared to 11.97% for broad market indices like S&P 500. While momentum strategies come with higher volatility, they compensate for this through superior Sharpe ratios, highlighting their strong risk-adjusted performance, according to the co-founders of technology equity fi

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