I’m working on a Marketing project and need a reference to help me study.
two pages 12 font, double spaced
What is the BF foundation for momentum?
What are the two methods that the academic and professional community have proposed to construct momentum?
Explain how they are constructed and how they are different.
Finally, if you were a equity hedge fund, how would you specifically seek to capture this momentum? Given today’s market, what would likely be the types-characteristics-etc. of equity securities that you are long vs. those that you are short?