Share this postVertoxQuantMomentum has its Moments (with Code)Copy linkFacebookEmailNotesMoreMomentum has its Moments (with Code)Predicting the Risk of a Momentum strategy and reducing drawdowns.VertoxJul 06, 2023∙ Paid2Share this postVertoxQuantMomentum has its Moments (with Code)Copy linkFacebookEmailNotesMore61SharePaper: https://www.sciencedirect.com/science/article/abs/pii/S0304405X14002566This post is for paid subscribersSubscribeAlready a paid subscriber? Sign in