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MoMo FoMo Or NoMo? Goldman Trader Shows How To Position For Momentum Reversal

Tyler Durden's Photo
by Tyler Durden
Monday, Feb 26, 2024 - 06:05 PM

Unless you've been living under a rock, you'll know that Momentum has been the best performing US equity factor year-to-date.

As Goldman's John Marshall notes, in some stocks, strength is justified by upward revisions; in others, strength may be in anticipation of strong fundamentals to come.

For investors that would like to position for a mean-reversion in the recent momentum strength, Marshall and his team identified option buying opportunities:

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