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Jose Applebaum, a summer intern at a hedge fund, is looking into zero-investment momentum market-neutral strategies. What is meant by such a strategy? Ignoring transactions

Jose Applebaum, a summer intern at a hedge fund, is looking into zero-investment momentum market-neutral strategies. What is meant by such a strategy?

Ignoring transactions costs, is it likely that such a strategy will be profitable if it is implemented using a stocks very recent daily returns?

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