As horse races go, this one’s not even close. The momentum factor continues to leave the rest of the field in the dust for the major US equity factor strategies, based on the one-year trend via a set of ETFs.
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Daily Archives: November 9, 2017
Macro Briefing: 9 November 2017
Trump gives China a pass for “taking advantage” of US on trade: CBS News
US firms announce trade deals with China during Trump’s trip: Reuters
CBO: GOP tax reform will raise federal deficit by $1.7 trillion over 10yrs: CNBC
China’s inflation rises to fastest pace in 9 months in October: RTT
Is the GOP’s hold on Congress at risk after Dem’s electoral victories? NY Times
Citigroup CEO says US gov’t may issue its own digital currency: Bloomberg
Will EU use Brexit deadlock to force UK firms to relocate to Europe? Telegraph
Morningstar’s new style box profiles alt funds’ diversification benefits: M-Star
Conventional wisdom is wrong: ETFs have been tested under fire: Bloomberg