| Author |
Gray, Wesley R., author.
|
| Title |
Quantitative momentum : a practitioner's guide to building a momentum-based stock selection system / Wesley R. Gray, Jack R. Vogel. |
| Publication Info. |
Hoboken, New Jersey : WILEY, [2016]
|
| Description |
xiii, 187 pages : illustrations ; 23 cm. |
| Content Type |
text |
| Media Type |
unmediated |
| Carrier Type |
volume |
| Series |
Wiley finance series |
|
Wiley finance series.
|
| Note |
Includes index. |
| 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. |
| Bibliography |
Includes bibliographical references and index. |
|