thanks for your reply. appreciate it. So, we are getting kind of aligned:)
i haven’t delved much into log returns part, and how that is important, but trust you to be on top of what you’re doing.
but then, wouldn’t it make sense to add more qualifiers to what is recommended by Momentum index, as you’ve put so much of efforts for replicating it realtime.
eg, let’s say should we not think of adding more allocation to top rankers (btw you’ve done that by keeping them run up if they don’t go lower than rank 25). would u mind sharing how is allocation for each of PF constituents?
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