tag:blogger.com,1999:blog-1527840491496268397.post4170187658835379828..comments2024-03-08T11:20:30.095-07:00Comments on Credit Bubble Stocks: "Learning to Love Investment Bubbles: What if Sir Isaac Newton had been a Trendfollower?"Unknownnoreply@blogger.comBlogger3125tag:blogger.com,1999:blog-1527840491496268397.post-22003870686092931722013-03-26T21:04:04.416-07:002013-03-26T21:04:04.416-07:00So, yes - you're right that momentum breaks do...So, yes - you're right that momentum breaks down in choppy markets.<br /><br />The other problem is that people tend to assume continuous prices when markets are clearly not continuous. CPhttps://www.blogger.com/profile/12701174164478027499noreply@blogger.comtag:blogger.com,1999:blog-1527840491496268397.post-41319111878368962482013-03-26T21:02:06.567-07:002013-03-26T21:02:06.567-07:00See:
http://www.creditbubblestocks.com/search/labe...See:<br />http://www.creditbubblestocks.com/search/label/momentum<br /><br />And especially:<br />http://www.creditbubblestocks.com/2011/05/good-point-about-value-vs-momentum.htmlCPhttps://www.blogger.com/profile/12701174164478027499noreply@blogger.comtag:blogger.com,1999:blog-1527840491496268397.post-62134959041545054872013-03-26T18:58:30.940-07:002013-03-26T18:58:30.940-07:00Isn't it something of a tautology that a trend...Isn't it something of a tautology that a trendfollowing system will work when there is a prolonged upward movement followed by a prolonged downward movement? I like momentum strategies but the question is whether the costs during choppy slow increases outweigh the savings when an asset drops and then continues downward.The Wifehttps://www.blogger.com/profile/14774084338332348927noreply@blogger.com