Insight

Insight

Time Series Momentum in Equity Markets

Time Series Momentum in Equity Markets

A quantitative approach to a time-tested market phenomena.

A quantitative approach to a time-tested market phenomena.

Time Series Momentum in Equity Markets

A quantitative approach to a time-tested market phenomena.

Systematic Cross-Sectional Momentum in U.S. Equities

In this internal research brief, we examine the performance and implementation considerations of an equal-weighted monthly momentum rotation strategy across liquid U.S. equities. The results highlight strong risk-adjusted returns, durability through recent volatility regimes, and a scalable foundation for future enhancements.

Read: Systematic Cross-Sectional Momentum in U.S. Equities