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Should You Combine Value and Momentum?

Alpha Architect

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Welcome to Coffee Hour with Jose. Today, we look at the benefits every investor should know about when investing in both value and momentum stocks, and how negative correlation in long/short portfolios can greatly improve investment outcomes.

0:00 - Intro/ Factors

2:04 - Value and Momentum Everywhere w/ Ryan Kirlin

4:32 - Do You Need a Passive Index?

5:48 - Outro

Sources:

Asness, Cliff, Moskowitz, Tobias & Pedersen Lasse. "Value and Momentum Everywhere." The Journal of Finance. Volume LXVIII, No.3. (June, 2013). p.929.

Gray, Wesley & Vogel, Jack. “Quantitative Momentum.” (2016). p.66-68.

Thumbnail background photos by

Hrustall & Colin Lloyd on Unsplash

Disclosures: https://alphaarchitect.com/disclosures.

Should You Combine Value and Momentum? | Knoovi