Quantitative momentum : a practitioner's guide to building a momentum-based stock selection system / Wesley R. Gray, Jack R. Vogel.
Material type: TextSeries: Wiley finance seriesPublisher: Hoboken, New Jersey : John Wiley & Sons, Incorporated, [2016]Copyright date: 2016Description: 1 online resource (206 pages) : illustrations (some color)Content type: text Media type: computer Carrier type: online resourceISBN: 9781119237259Subject(s): Stocks | Investments | Technical analysis (Investment analysis)Genre/Form: Electronic books.Additional physical formats: Print version:: Quantitative momentum : a practitioner's guide to building a momentum-based stock selection system.DDC classification: 332.63/2042 LOC classification: HG4661 | .G676 2016Online resources: Click to ViewIncludes index.
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.
Description based on print version record.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2016. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
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