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BlackRock Workshop Momentum Strategies

For workshop use only, please don't comment unless you are part of the workshop.

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6 responses

This study suggests that weekly returns are centered around 0 and that mean reversion on a Monday to Friday basis works.

Morningstar high growth with high momentum over the previous 30 days.

Pick 10 stocks trending upwards.

Ultra Value momentum
- Anita and Tomer

Experimented with shorter rolling mean windows