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Profitable momentum trading strategies for individual investors


profitable momentum trading strategies for individual investors

portfolio, the optimal momentum trading frequency ranges from bi-yearly to monthly. G11 G12 G14, this is a preview of subscription content, to check access. Date Written: January 24, 2015, abstract, for nearly three decades, scientific studies have explored momentum investing strategies and observed stable excess returns in various financial markets. Yinn (Direxion Daily ftse China Bull 3x) is the most oversold leveraged ETF with a ConnorsRSI reading.60. 157 Google Scholar Fama,., French,.: Common risk factors in the returns of stocks and bonds. TradingMarkets Lists provide users pre-populated lists of stocks and ETFs identifying symbols with overbought and oversold. 11 (6 362374 (2011) Google Scholar AQR Funds Momentum Fund Investment Approach. Building on US data from the New York Stock Exchange from July 1991 to December 2010, we analyze whether such a simplified momentum strategy outperforms the benchmark after factoring in realistic transaction costs and risks. 58 (6 (2003) CrossRef Google Scholar Grinblatt,., Moskowitz,.: Predicting stock movements from past returns: the role of consistency and tax loss selling.

Profitable momentum trading strategies for individual investors
profitable momentum trading strategies for individual investors

5 Stocks Due For a Pullback. However, the trading strategies typically analyzed in such research are not accessible to individual investors due to short selling constraints, nor are they profitable due to high trading costs. We find that the strategy can indeed work for individual investors with initial investment amounts of at least 5,000. 21 (3 325352 (2007) CrossRef Google Scholar Rouwenhorst,.: International momentum strategies. Keywords, momentum investing Personal finance Portfolio management, jEL Classification. 22 (2 609632 (2009) CrossRef Google Scholar Bessimbinder,.: Issues in assessing trade execution costs. We are also indebted to the participants of the Finance Center Münster econometrics research seminar at the University of Münster for their helpful comments and insights. 13 (4 776802 (2007) CrossRef Google Scholar Ammann,., Moellenbeck,., Schmid,.: Feasible momentum strategies in the US stock market. Abstract, for nearly three decades, scientific studies have explored momentum investing strategies and observed stable excess returns in various financial markets. SNX (Synnex Corp) is the most oversold stock with a ConnorsRSI reading.54.

Fs Asness,., Moskowitz,., Pedersen,.: Value and momentum everywhere. Individuals face a number of challenges when it comes to trading and one challenge is to understand they are unlikely to beat professionals in some areas. They apply multiple strategies to put the odds of success on their side. Some professionals have an intuitive feel for the markets but many apply a quantified approach that could be replicated by anyone with access to descriptions or the computer code of their trading rules.

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