What is a key difference between cross-sectional momentum and time-series momentum?
Time-series momentum long/short can be non-zero-cost occasionally
Cross-sectional momentum is always market beta neutral
Time-series momentum looks at time-series of cross-sectional momentum profits
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Key difference between cross-sectional momentum and time-series momentum is that Time series momentum looks at time - series and cross sectional momentum profits.
The time series momentum is data that is measured using a sequence at certain time from various locations.
Where as cross sectional momentum is data collected by different sets from different sources at a particular time. It mainly focus on the results gained over an extended period.
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