To Survive Disasters, You Need Smiles (guest: Steve Hou)
The Market Huddle
00:00
AQR's Value and Momentum Strategy Has Really Outperformed the Market, Right?
The value factor tends to steadily increase as inflation rises. The momentum strategy has actually maintained very well, even though there is bit of noise up and down. Profitability and quality are going to be behaving in a similar way. And then what's the next slide here? It's the investment in reversal offers some protection with noise.
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