Paper dazu:
Van Hemert, O. The MOM-TOM Effect: Detecting the Market Impact of CTA Trading (2014). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2515900
Technologie & Wahnsinn.
Paper dazu:
Van Hemert, O. The MOM-TOM Effect: Detecting the Market Impact of CTA Trading (2014). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2515900