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#Momentum

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Momentum signal is real but eaten by costs, is the edge ever in the signal, or only in execution?

Reddit r/CryptoMarkets·u/No-Exercise4586·2 days ago
#wp2eoAZZ
#momentum#costs#execution#signal#real

I built a backtesting lab with preregistration, out-of-sample splits, and a cost model measured from real order-book data. Over 3 years of Binance USDⓈ-M futures (12 symbols), I tested ~25 ideas: cross-sectional momentum, funding carry, taker-flow…

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Josh Brown, counting on a new momentum strategy, thinks investors want more than index funds
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Josh Brown, counting on a new momentum strategy, thinks investors want more than index funds

US Top News and Analysis·5 months ago
#DY0Km5cp
#cnbc#brown#market#stocks#strategy

Brown debuted a separately managed account named after a premium cut of steak — built to hold what he considers the market's best opportunities.

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