Adam Rej
Adam Rej is Head of Macro Research at Capital Fund Management (CFM). He focuses on macro-themed systematic strategies for Directional Alpha Strategies. He has previously worked for the Portfolio Construction and Alternative Beta teams. Prior to joining CFM, Adam held post-doctoral positions at École Normal Supérieure in Paris, Institute for Advanced Study in Princeton and at Imperial College in London. He carried out his PhD research at the Max Planck Institute for Gravitational Physics in Potsdam, working in the field of string theory. Adam joined CFM in 2014.
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Articles by Adam Rej
Is factor momentum greater than stock momentum?
Is factor momentum greater than stock momentum? Yes – this paper argues – but only at short lags.