Momentum

Category: Quant Insight

Very little has changed over the past week except for some strength among commodities, particularly energy and metals. The current shift in short-term momentum is bullish for commodities.

Momentum measures the rate of acceleration, either positive or negative, in a security’s price and may indicate which markets are positioned for gains or losses. Investing based momentum entails establishing long positions in securities with positive recent returns and short positions in those with negative recent returns. Momentum in asset classes may illustrate the development of trends in the market.

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