2020 May YTD Performance - ExtractAlpha

@2020 ExtractAlpha Research Limited. Do not copy or distribute. Page 2 of 3 Alternative Data Signals – YTD Model Performance Tactical Model (TM1): • TM1 has performed exceptionally YTD, with a notable acceleration after the 1st week of April • TM1 captures technical factors in the market in 4 components: Reversal, Factor Momentum, Liquidity ................
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