---
title: Enhancing Returns with Information in Currency Momentum Portfolios
url: https://www.ml-quant.com/papers/ssrn/4709606/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4709606
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4709606
featured: 2024-01-30
citations: unknown
topic: Portfolio & Allocation
---


# Enhancing Returns with Information in Currency Momentum Portfolios

The study recommends conditional currency momentum strategies that use market data to boost the performance of currency momentum portfolios, which have been unprofitable since the financial crisis.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4709606
- Identifier: SSRN 4709606
- Released: 2023-04-17
- First featured: Quant Letter No. 35 (2024-01-30): https://www.ml-quant.com/issues/2024-01-30/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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