QMOM: A Close Look At The Methodology
November 20, 2022
- Momentum is one of the best-researched systematic investing strategies and produced significant outperformance in the past.
- Over the last 5 years, the QMOM ETF outperformed the academic benchmark from Kenneth French and several other momentum ETFs.
- The QMOM ETF achieved this by a differentiated momentum-investment process, which I will analyze in this article.
- The QMOM ETF delivered momentum exposure and helps to add momentum to basically all portfolios.
- SA #18: RPV – ‘Pure Value’ Is Indeed More Value Than ‘Value’
- SA #17: IUSV – Transparent Value With Modest Active Risk
- SA #16: IWD – Low Growth Is Not Necessarily Value – Also For Large Caps
- SA #15: VLUE – Transparent Value With Little Industry Bets
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