30 day volatility is very low and the 7 month trend is up.
That means quants will start liking idea of high and positive sharpe ratio over past 2 months months.
The momentum will build for awhile
30 day volatility is very low and the 7 month trend is up.
That means quants will start liking idea of high and positive sharpe ratio over past 2 months months.
The momentum will build for awhile
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