The author investigates the presence of time series momentum in the market of five highly rated living artists by considering a different approach, which asks a purely investment-related question: is this index investable? He tests for time series predictability and then examines the profitability of two different trading strategies: speculative and passive.
No takes yet. Share an insight, caveat, or question.
Francesco Strati (2024) studied this question.
Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context: