Why does momentum investing—a strategy that works worldwide—seem to be missing in China? In this deep dive, we explore groundbreaking research from the Shanghai University of Finance and Economics that unpacks this mystery. Discover how retail investors, institutional players, and market sentiment interact to create a unique investment landscape in China. Plus, we break down the CH-MOM strategy, a new approach to harnessing momentum in Chinese stocks.

Find the full research paper here: https://community.quantopian.com/c/community-forums/finding-the-missing-momentum-in-china

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Quant Radio is an AI-generated podcast, intended to help people develop their knowledge and skills in Quant finance. This podcast is not intended to provide investment advice.