Category: Quant Insight

Short-term stock momentum is picking up, as in energy and metal commodities, while developed country bonds are slipping. This is often considered a classic bull market set up, especially for inflationary assets.

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 on 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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