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Quantitative momentum : a practitioner's guide to building a momentum-based stock selection system /

The individual investor's comprehensive guide to momentum investing Quantitative Momentum brings momentum investing out of Wall Street and into the hands of individual investors. In his last book, Quantitative Value, author Wes Gray brought systematic value strategy from the hedge funds to the...

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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Gray, Wesley R. (Author), Vogel, Jack R., 1983- (Author)
Format: Electronic eBook
Language:Inglés
Published: Hoboken, New Jersey : John Wiley & Sons, Inc., [2016]
Subjects:
Online Access:Texto completo (Requiere registro previo con correo institucional)
Table of Contents:
  • Less religion; more reason
  • Why can active investment strategies work?
  • Momentum investing is not growth investing
  • Why all value investors need momentum
  • The basics of building a momentum strategy
  • Maximizing momentum: the path matters
  • Momentum investors need to know their seasons
  • Quantitative momentum beats the market
  • Making momentum work in practice.