Momentum – Best Strategy in Australia over last 20-years

[Nick Radge]

I haven’t read the white paper or research:

http://www.smh.com.au/business/markets/morgan-stanley-says-momentum-investing-now-cheap-in-australia-20170219-gugk9y.html

[Nick Radge]

Some more here…

http://www.afr.com/markets/equity-markets/momentum-overpowers-value-investing-in-aussie-market-morgan-stanley-quants-20170201-gu2wor

Interestingly they refer to momentum being strongest in the mid caps, which is exactly what my own research has shown and why I trade those.

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