High Beta Analysis
Even the best go down in a reflation market!
I was wondering why my high beta stock systems are that strong in the long term (even very volatile):
What I read in academic papers is:
High Beta is one of the best trending factors (if up with relative strength that is predictive!).
Furthermore, there is a strategy of academics called “betting against high beta” (BAB), that shorts the highest beta names …
Keep reading with a 7-day free trial
Subscribe to Trading for a sub 1 Million Account to keep reading this post and get 7 days of free access to the full post archives.