Starbucks ist fast in allem Momentum Strategien sehr stark vertreten.....
In den letzten 5 Tagen gab es einen grossen Shift. Anleger gehen aus Momentum Raus und rein in Value.
news.valubit.org/...are-suddenly-plunging-as-momentum-crashes/
Very bad day for momentum-tilted quants. Long-short basket returns follow. Global effect.
US below. Havent seen this type of extreme mvmt in value since March, 2009, and May 2009 for momentum.
Michael Krause - Bloomberg
In den letzten 5 Tagen gab es einen grossen Shift. Anleger gehen aus Momentum Raus und rein in Value.
news.valubit.org/...are-suddenly-plunging-as-momentum-crashes/
Very bad day for momentum-tilted quants. Long-short basket returns follow. Global effect.
US below. Havent seen this type of extreme mvmt in value since March, 2009, and May 2009 for momentum.
Michael Krause - Bloomberg