Ultimate Matrix And BETA Role
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hello sir
lets say i am running a portfolio of bullish stock and on periodic basis i am re balancing keeping top 20 stock based on ultimate matrix ranking so my question is how much BETA of stock affect the rebalancing
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BETA of momentum portfolio will always high. High Alpha comes with High Beta. 'How much' depends on market conditions.
To achieve a better balance, consider using Volar or running the momentum portfolio on a group of low-beta stocks.
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low beta or we need to define upper and lower barrier of beta so smooth re balanced happen ?
