Reimagining the Momentum Effect: New Momentum Factors for Crypto-Assets

Written by jrodthoughts | Published 2019/08/28
Tech Story Tags: bitcoin | ethereum | cryptocurrency | investing | blockchain | quant | intotheblock | crypto-assets

TLDR Blockchains provide visibility into a new universe of data that enables the creation of new momentum factors that can describe the behavior of crypto-assets. Momentum investors buy outperforming securities and avoid — or sell short — underperforming ones. The history of momentum investing can be traced back to the 1800s, but momentum strategies were largely ignored by mainstream investors until the 1990s. The efficient market hypothesis(EMH) became one of the most dominant trends in equities investments in the 1980s.via the TL;DR App

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Written by jrodthoughts | Chief Scientist, Managing Partner at Invector Labs. CTO at IntoTheBlock. Angel Investor, Writer, Boa
Published by HackerNoon on 2019/08/28