Quantitative momentum : : a practitioner's guide to building a momentum-based stock selection system / / Wesley R. Gray, Jack R. Vogel.

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Bibliographic Details
Superior document:Wiley finance series
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Place / Publishing House:Hoboken, New Jersey : : John Wiley & Sons, Incorporated,, [2016]
2016
Year of Publication:2016
Language:English
Series:Wiley finance series.
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Physical Description:1 online resource (206 pages) :; illustrations (some color)
Notes:Includes index.
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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.