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Hasn't there recently been shown that only strategies using simple momentum-derived technical indicators were able to consistently bring returns in the stock ma
by bitL 7y ago
Hasn't there recently been shown that only strategies using simple momentum-derived technical indicators were able to consistently bring returns in the stock market?
- DennisP 7y agoNot just recently, it's been known for a while. The author actually confirmed it: > Almost every instrument is mean-reverting on short timelines and trending on longer timelines. This has held true across most of the data that I tested. (But momentum isn't the only thing that appears to work.)