Why Momentum Investing Has Been Struggling—And What Volatility Has to Do With It (opens in new tab)

A look at recent academic research connecting market volatility spikes to the underperformance of momentum strategies (especially for long/short versions of the strategy) The Big Picture If you’ve used momentum as part of your investment strategy over the past decade and found it disappointing, you’re not imagining things. Haim Mozes, author of the study “Volatility [...] Why Momentum Investing Has Been Struggling—And What Volatility Has to Do With It was originally published at Alpha Archite...