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Momentum Was a Thing in the 19th Century Stock Market, Too - Bloomberg

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The work to find factors, or aspects of different stocks that will lead to persistent and predictable superior returns, has turned into an academic arms race in recent years. Literally hundreds of putative factors have been claimed in the literature. Many of them disappear once the factor has to survive “out-of-sample,” after the period during which the eager academics did their data-mining.

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November 24, 2021 at 12:00PM
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Momentum Was a Thing in the 19th Century Stock Market, Too - Bloomberg
"stock" - Google News
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