Similar to some better-known factors, such as size and value, time-series momentum historically has demonstrated above-average excess returns. Also called trend momentum, it is measured by a portfolio long assets that have had recent positive returns, and short assets that have had recent negative returns. Time-series momentum differs from the traditional (cross-sectional) momentum factor, which considers an asset’s recent performance only relative to other assets.
Thanks for taking part in our poll, here are the results. The first four entries are the pre-populated results and the entries below that are submissions for the option to write in "Other." We will launch topical polls every week, if you have suggestions for future polls please email firstname.lastname@example.org. If you'd like to continue the conversation about this poll please click the "COMMENT ON" APViewpoint link at the top or bottom of this page.
A century of evidence on time-series momentum reveals some of the factor's specific qualities, as well as those that can make a managed futures strategy a good portfolio diversifier. @ETFcomhttps://t.co/JXFyVqfFq5
Restoring value's place: Is it redundant no longer? A recent study explores the role that the value factor plays alongside proﬁtability and investment in pricing assets and influencing returns when the model accounts for #cash. @ETFcomhttps://t.co/D5IibqoaRJ
Many #investors believe past performance matters, but the research has found little-to-no evidence that more managers than would be randomly expected persistently beat the market on a risk-adjusted basis. @ETFcomhttps://t.co/mAqUStqNpy
Muck Rack makes it simple to find people, tweets, or articles that mention any name, keyword, company, hashtag etc. We've compiled this guide to help you make the most of your search.
Selecting a term
Start searching tweets, articles from media outlets, articles mentioned in tweets, journalists'
names, titles and bios with some suggested searches:
Companies or Topics (e.g. iPhone, Microsoft)
Phrases (e.g. "cloud computing") — use quotes to keep the terms together
Twitter handles (e.g. @username) — returns those who have mentioned or replied to
Names (e.g. "David Pogue")
Hashtags (e.g. #sxsw, #london2012)
Bio details (e.g. vegan, Olympics, father)
Muck Rack's Advanced Search allows for many boolean operators.
Find results that mention multiple specified terms, use AND or
+. For example, ensure each result contains both Elon Musk and Mark Zuckerberg by
searching Musk AND Zuckerberg or Musk + Zuckerberg.
Use the operators OR or , to broaden your search when you'd like either of
multiple terms to appear in results. (This is the default behavior of our search when no operators
are used). For example, results will contain either cake or cookie by searching cake OR cookie or cake,cookie
Use NOT or - to subtract results from your search. For
example, searching Disney will yield results about the Walt Disney Company as well as Walt Disney
World Resort. To exclude mentions of Disney World, search for Disney -World or Disney
When using one of these operators with a phrase, enclose it in quotation marks. For example, you can
find results about smartphones excluding Apple's iPhone 4S by searching smartphone -"iPhone
Exact case matching or punctuation
If you're searching for a brand name or keyword that relies on specific punctuation marks or capitalization, you can
find results that match your exact query by adding matchcase: before the keyword you're searching for, like matchcase:E*TRADE .
Use parentheses to separate multiple
boolean phrases. For example, to find journalists talking about having fun in Disney World or
Disneyland, search for ("disney world" OR disneyland) AND fun.
An asterisk can be used to search for any variation of a root word truncated by the asterisk. For example, searching for admin* will return results for administrator, administration, administer, administered, etc.
A near operator is an AND operator where you can control the distance between the words. You can vary the distance the near operation uses by adding a forward slash and number (between 0-99) such as strawberries NEAR/10 "whipped cream", which means the strawberries must exist within 10 words of "whipped cream".