[[Start here]] → [[Sources]] → Trended Momentum
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A really excellent paper[^1] that illustrates that stocks with a clear price trend outperform those without a clear trend. It improves the momentum effect.
See this writeup that summarises this paper: [[smooth trends beat volatile trends]].
![[Cai - Trended Momentum.png]]
[^1]: Cai et al - [Trended Momentum](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4740445)