Trading strategy of mutual fund

Market sentiment and mutual fund trading strategies. Abstract. Based on a sample of the US equity funds, this paper investigates the performance of both.
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Investors then sort mutual funds based on their past 6-month return and divide them into deciles.

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The top decile of mutual funds is then picked into an investment portfolio equally weighted , and funds are held for three months. No - A fund momentum strategy is implemented in a long-only variant, which means that it is not suitable to hedge equity market risk.

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Momentum in Mutual Fund Returns. Get Quantpedia Premium or Pro. Get Premium or Pro. Markets Traded.

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Backtest period from source paper. Confidence in anomaly's validity. Indicative Performance. Notes to Confidence in Anomaly's Validity. Notes to Indicative Performance. Period of Rebalancing. Estimated Volatility.

Notes to Period of Rebalancing. Notes to Estimated Volatility.

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Number of Traded Instruments. Maximum Drawdown. Notes to Number of Traded Instruments. Notes to Maximum drawdown. Complexity Evaluation. Sharpe Ratio. Share This Paper.

Strategies for investing in individual bonds

One Citation. Citation Type. Has PDF. Publication Type. More Filters. The impact of fund attributes on performance: Empirical evidence for Polish equity funds. View 1 excerpt, cites results. Research Feed. European Mutual Fund Performance. View 2 excerpts, references background.

View 3 excerpts, references results and background.

Why trade mutual funds with E*TRADE?

Mutual Fund Attributes and Performance. View 2 excerpts, references results and background. The Role of Liquidity and Organization. Highly Influential.


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