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QUESTION 57 How to trade the traditional momentum strategy in the most accurate way? Suppose today is at the beginning of month and you can

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QUESTION 57 How to trade the traditional momentum strategy in the most accurate way? Suppose today is at the beginning of month and you can only buy stocks like AQR but not short sell stocks. O Buy stocks with high returns over the months of t-2 tot 12. Buy stocks with low returns over the past 3 to 5 years. Buy stocks with high returns in month t-1. Buy stocks with high returns over the months of t-1 to 1-12

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