Models, Trading Calendar and Momentum Strategy Updates
May 31, 2013 • Posted in Calendar Effects, Fundamental Valuation, Momentum Investing
We have updated the Market Models summary as follows:
- Extended regressions/rolled projections by one month based on data available through May 2013.
- Updated backtest charts and the market valuation metrics map based on data available through May 2013.
We have updated the Trading Calendar to incorporate data for May 2013.
We have updated the the monthly asset class momentum winners and associated performance data at Momentum Strategy.
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