{"id":59595,"date":"2017-08-23T08:26:18","date_gmt":"2017-08-23T12:26:18","guid":{"rendered":"http:\/\/www.hedgeco.net\/news\/?p=59595"},"modified":"2017-08-23T08:26:18","modified_gmt":"2017-08-23T12:26:18","slug":"carry-and-trend-complements-blend-premiums","status":"publish","type":"post","link":"https:\/\/hedgeco.net\/news\/08\/2017\/carry-and-trend-complements-blend-premiums.html","title":{"rendered":"Carry and Trend Complements &#8211; Blend Premiums"},"content":{"rendered":"<p>(Harvest) Momentum works, whether structured as a times series or a cross-sectional strategy, across many asset classes. Carry strategies or risk premiums also work across a wide set of asset classes. More importantly, we know when these strategies do not work, or we at least know what are times to avoid. Also, when trend-following (time series momentum) does best, carry will likely under-perform and when carry is doing well, trend strategies are likely to under-perform. These are statistical relationships, but there are good narratives for why these two strategies are complements.<\/p>\n<p><a href=\"https:\/\/www.hvst.com\/posts\/96500-carry-and-trend-complements-blend-premiums\">To read this article:<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>(Harvest) Momentum works, whether structured as a times series or a cross-sectional strategy, across many asset classes. Carry strategies or risk premiums also work across a wide set of asset classes. More importantly, we know when these strategies do not [&hellip;]<\/p>\n","protected":false},"author":4,"featured_media":0,"comment_status":"open","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[4],"tags":[],"class_list":["post-59595","post","type-post","status-publish","format-standard","hentry","category-syndicated"],"_links":{"self":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/59595","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/users\/4"}],"replies":[{"embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/comments?post=59595"}],"version-history":[{"count":1,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/59595\/revisions"}],"predecessor-version":[{"id":59596,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/59595\/revisions\/59596"}],"wp:attachment":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/media?parent=59595"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/categories?post=59595"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/tags?post=59595"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}