top of page
Sternschnuppe

Mean-reversion vs Momentum

  • Autorenbild: Clemens Brugner
    Clemens Brugner
  • 4. Sept. 2024
  • 1 Min. Lesezeit

We looked at equity return characteristics across major markets. Considering monthly data mean-reversion 🔀 seems to be more prominent than momentum 🔄 but using varying time intervals might change timing preferences for each strategy.


 
 
 

Comments


bottom of page