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EVIDENCE Based Investingin the Stockmarket
This presentation has been prepared by Reef Capital Coaching ABN 24 092 309 978 (“RCC”) and may contain general advice. It does not take account of your objectives, financial situation or needs. Before
acting on any general advice you should consider the appropriateness of the advice having regard to your own situation. We recommend you obtain financial, legal and taxation advice before making any
financial investment decision.
Past performance is not a reliable indication of future performance. This material has been prepared based on information believed to be accurate at the time of publication. Subsequent changes in
circumstances may occur at any time and may impact the accuracy of the information.
RELATIVE Momentum
Source: Geczy and Samonov (2013)
Further Reading
Relative Strength Strategies for Investing – Mebane FaberA Quantitative Approach To Tactical Asset Allocation – Mebane FaberDual Momentum – Gary AntonacciStocks on the Move – Andreas Clenow
