Quantitative momentum : a practitioner's guide to building a momentum-based stock selection system /
Wesley R. Gray, Jack R. Vogel.
- 1 online resource (206 pages) : illustrations (some color)
- Wiley finance series .
- Wiley finance series. .
Includes 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.