Home > Articles > Volume 40 (2022) > Chapter 2 (February 2022) > Stocks & Commodities V. 40:02 (8–12, 31): Momentum Trading Strategies Through The Academic Lens by Anatoly B. Schmidt, PhD

Stocks & Commodities V. 40:02 (8–12, 31): Momentum Trading Strategies Through The Academic Lens by Anatoly B. Schmidt, PhD

Stocks & Commodities V. 40:02 (8–12, 31): Momentum Trading Strategies Through The Academic Lens by Anatoly B. Schmidt, PhD
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Momentum Trading Strategies Through The Academic Lens by Anatoly B. Schmidt, PhD

Here’s a brief survey of the dominant approaches to momentum trading strategies, with a look at comparing performance of different types of momentum strategies versus buy-and-hold over different time periods.

Momentum trading belongs to the family of trend-following strategies with a long history that can be traced to the early 20th century ...




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