Gray, Wesley R.

Quantitative Momentum: A Practitioner's Guide to Building a Momentum-Based Stock Selection System

Gray, Wesley R. - Quantitative Momentum: A Practitioner's Guide to Building a Momentum-Based Stock Selection System, ebook


Ebook, ePUB with Adobe DRM
ISBN: 9781119237259
DRM Restrictions

Printing62 pages with an additional page accrued every 12 hours, capped at 62 pages
Copy to clipboard5 excerpts

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 masses; in this book, he does the same for momentum investing, the system that has been shown to beat the market and regularly enriches the coffers of Wall Street's most sophisticated investors. First, you'll learn what momentum investing is not: it's not 'growth' investing, nor is it an esoteric academic concept. You may have seen it used for asset allocation, but this book details the ways in which momentum stands on its own as a stock selection strategy, and gives you the expert insight you need to make it work for you. You'll dig into its behavioral psychology roots, and discover the key tactics that are bringing both institutional and individual investors flocking into the momentum fold.

Systematic investment strategies always seem to look good on paper, but many fall down in practice. Momentum investing is one of the few systematic strategies with legs, withstanding the test of time and the rigor of academic investigation. This book provides invaluable guidance on constructing your own momentum strategy from the ground up.

  • Learn what momentum is and is not
  • Discover how momentum can beat the market
  • Take momentum beyond asset allocation into stock selection
  • Access the tools that ease DIY implementation

The large Wall Street hedge funds tend to portray themselves as the sophisticated elite, but momentum investing allows you to 'borrow' one of their top strategies to enrich your own portfolio. Quantitative Momentum is the individual investor's guide to boosting market success with a robust momentum strategy.

Keywords: Quantitative Momentum: A Practitioner's Guide to Building a Momentum-Based Stock Selection System; Wesley R. Gray; Jack R. Vogel; David P. Foulke; Empirical Finance; Alpha Architect; momentum investing; momentum stock selection; systematic investing; momentum investing guide; momentum investing strategy; momentum investing how-to; momentum investing tips; momentum investing tools; momentum investing techniques; momentum investing principles; quantitative investing; portfolio management; what is momentum investing; momentum investing basics; momentum investing overview, General Finance & Investments, Investments & Securities, General Finance & Investments, Investments & Securities

John Wiley and Sons, Inc.
Publication year
Wiley Finance
Page amount
208 pages
Printed ISBN

Similar titles