Pure Momentum (Amundi)
Momentum trading strategies exploit return persistence, but conventional past-year cumulative-return measures…
Quantitative Methods
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Geopolitical Risk and Low Volatility Factor Construction (Amundi)
This paper investigates whether incorporating narrative-based measures of geopolitical risk can enhance the design…
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Equity Factor Insights - April 2026 (FTSE Russell)
Published quarterly, this report provides actionable insights on global and regional factor performances, sector…
Systematic Tactical Allocation in Emerging Markets vs. U.S.: A Momentum-Based Approach (Quantpedia)
The dominance of the U.S. dollar is increasingly being questioned, geopolitical tensions are rising, and…
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