모멘텀 트레이딩 신호: Machine Learning Models for Trend Following
2026-03-27 · 투자 전략
Momentum is one of the most persistent anomalies in financial markets.
Classic vs ML Momentum
Traditional momentum ranks stocks by 12-month returns minus the most recent month.
Regime Detection
Momentum crashes occur during sharp market reversals.
Sector Momentum
Sector rotation based on relative momentum captures macro trends.