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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…
Download PDF USA Major US equity indices staged a dramatic rebound this week, reversing much of the prior week’s steep losses triggered by tariff fears. The S&P 500 rose 7.82%, the Dow Jones gained 7.59%, Read more…
Download PDF Introduction In this article, we explore how optimising entry and exit points can improve the performance of mean reversion strategies, specifically within a purchasing power parity (PPP) framework. We address this optimisation challenge, Read more…
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