Comment on Momentum Portfolios

Kulbir commented on 08 May 2019, 06:26 PM

Hi Karthik,

Thanks for your reply.

I was not able to get what you meant by: “Measure the average, figure where the stock is now wrt to the standard deviation and then estimate the reversion.”
Are you suggesting something with respect to a pullback system, can you please elaborate a little ?

Kulbir

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