02/02/2022
AMSA`s Quantitative Strategies report on portfolio creation taking advantage of momentum is now online!
In the report, three of our analysts, Raphael, Arseny, and Mateo investigate different assets focusing on their momentum factor while also considering their individual and aggregate value at risk and expected shortfall.
If you are interested in knowing which assets they selected and why together with a detailed explanation of their methodology and results, feel free to take a look at their report on our website and social media!