(Re-)Imag(in)ing Price Trends
“The predictive patterns we identify are largely distinct from trend signals commonly analyzed in the literature, give more accurate return predictions, translate into more profitable investment strategies, and are robust to a battery of specification variations.”
AssetEquitiessingle stocks
StrategyMomentumshort-term reversal
GeographyGlobalUS
FrequencyDaily
Also stated: Profit
Missing from abstract: benchmark, out-of-sample test, costs, multiple testing, universe
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The paper's neighbourhoodMomentum and trend following by year
The family is counted across the whole universe. Asset, method and authors are counted inside the family.
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