
Momentum Players Flip Short USTs and Long USD/JPY
Richard Jones
When evaluating the performance of our momentum models we are considering the average performance across the one-, three-, and 12-month momentum models. Summary Momentum models were down -0.2% over the past week, with equity models down -0.6% WoW, FX models flat WoW and rates models down -0.1% WoW. Momentum models are up +0.1% in aggregate […]