PauloMacro’s Substack

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PauloMacro’s Substack
The Momentum Factor Should Concern Us All

The Momentum Factor Should Concern Us All

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PauloMacro
Nov 20, 2024
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PauloMacro’s Substack
PauloMacro’s Substack
The Momentum Factor Should Concern Us All
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By now it’s no secret that the US equity market has become a giant Momentum Concoction brewed from the ingredients of 1) a persistent, price-insensitive Passive flow bid and 2) short-term momentum chasing by Actives ranging from podshops with tight risk parameters and more recently the appearance of retail.

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