The trade idea that we recommended on Abbott is still sitting on a near-to-zero P&L because the stock has realized less volatility than we expected. While given the protective nature of the trade keeping the position open until option expiration would not lead to much risk, we still recommend to close the position due to a setup deterioration.
Exploring Momentum in Emerging Markets
Download PDF Introduction Momentum has long proven to be a reliable and empirically supported factor in equity strategies across developed markets (DM). Seminal work by Jegadeesh and Titman (1993) found that stocks with strong past Read more…
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