Category: Quant Insight

The markets appear to be stuck in a volatile sideways churn. The positive performance of EM stocks during this period of volatility should be noted, as it could jump much higher when this period resolves itself.

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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