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Coming soon Choose a Category Asset Selection Careers Coming soon Company News Factor Investment Forecast Engine General Machine Learning Pattern Recognition Portfolio Models and Optimization Archives November 2019 October 2019 August 2019 July 2019 June 2019 May 2019... Nov 28, 2019 | Factor Investment
When we launched our momentum factors, we broke them into four types: price momentum, risk-adjusted momentum, trend momentum, and idiosyncratic momentum. What are each of these?Price momentum is the rate of acceleration of a security’s price or volume, and a key...