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The Journal of Portfolio Management

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Short-Term Trend: A Jewel Hidden in Daily Returns

Marat Molyboga, Larry Swedroe and Junkai Qian
The Journal of Portfolio Management November 2020, jpm.2020.1.186; DOI: https://doi.org/10.3905/jpm.2020.1.186
Marat Molyboga
is the chief risk officer and director of research with Efficient Capital Management in Warrenville, IL
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Larry Swedroe
is the director of research at Buckingham Asset Management in Clayton, MO
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Junkai Qian
is a Ph.D. candidate at the Illinois Institute of Technology Stuart School of Business and a research analyst at Efficient Capital Management in Warrenville, IL
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The Journal of Portfolio Management: 49 (4)
The Journal of Portfolio Management
Vol. 49, Issue 4
Multi-Asset Special Issue 2023
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Short-Term Trend: A Jewel Hidden in Daily Returns
Marat Molyboga, Larry Swedroe, Junkai Qian
The Journal of Portfolio Management Sep 2020, jpm.2020.1.186; DOI: 10.3905/jpm.2020.1.186

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Short-Term Trend: A Jewel Hidden in Daily Returns
Marat Molyboga, Larry Swedroe, Junkai Qian
The Journal of Portfolio Management Sep 2020, jpm.2020.1.186; DOI: 10.3905/jpm.2020.1.186
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  • Article
    • Abstract
    • DATA
    • STANDARD 12-MONTH TIME-SERIES MOMENTUM
    • THREE-MONTH, ONE-MONTH, AND SHORT-TERM TIME-SERIES MOMENTUM
    • PORTFOLIO CONTRIBUTION OF SHORT-TERM MOMENTUM
    • CONCLUDING REMARKS
    • ACKNOWLEDGMENTS
    • ADDITIONAL READING
    • ENDNOTES
    • REFERENCES
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