---
title: Cross-Momentum in Financial Markets
url: https://www.ml-quant.com/papers/ssrn/4793814/
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 4793814
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4793814
featured: 2024-04-17
citations: unknown
topic: Asset Pricing & Factors
---


# Cross-Momentum in Financial Markets

A study shows that equity futures and currency portfolios sorted by cross-momentum perform better than those sorted by normal momentum, especially in commodity exporting countries.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4793814
- Identifier: SSRN 4793814
- Released: 2023-11-29
- First featured: Quant Letter No. 45 (2024-04-17): https://www.ml-quant.com/issues/2024-04-17/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors

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