A Deep Dive Into Rates, Markets, The Economy
Bloomberg Intelligence
00:00
Investing in Factors
momentum is a technical factor, so it cind of shape shifts. It actually takes the characteristics of other factors. And what we have seen over the last 12 months is momentum looks very much like value and s whereas historically it had been very much growth and kind of low volatility oriented. We've seen actually some more concentration within the value and momentum factor. Those two, historically, have been negatively correlated, but more recently, there is a positive correlation between those two factors.
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