Quantitative Momentum
A Practitioner's Guide to Building a Momentum-Based Stock Selection System
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Praise for Quantitative Momentum "In our own research, we have found that the predictive price return momentum pattern persists backward in time for hundreds of years in equities and for extended out-of-sample settings for other classes of assets. Anyone who is using, studying, or incorporating momentum will find a wealth of information in the pages of Quantitative Momentum." -Chris Geczy, Founder and CEO of Forefront Analytics "If you want to understand, explore, and ultimately exploit momentum investing, then there is no better (or faster) way than to read Quantitative Momentum." -Pat O'Shau...
Praise for Quantitative Momentum "In our own research, we have found that the predictive price return momentum pattern persists backward in time for hundreds of years in equities and for extended out-of-sample settings for other classes of assets. Anyone who is using, studying, or incorporating momentum will find a wealth of information in the pages of Quantitative Momentum." -Chris Geczy, Founder and CEO of Forefront Analytics "If you want to understand, explore, and ultimately exploit momentum investing, then there is no better (or faster) way than to read Quantitative Momentum." -Pat O'Shaughnessy, Principal and Portfolio Manager of O'Shaughnessy Asset Management "Wes and Jack do an admirable job explaining momentum principles and its behavioral basis. If you are interested in using momentum as a stock selection tool, this is a must-have book." -Gary Antonacci, author of Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk "Quantitative Momentum is the story of momentum-based stock selection algorithms. Wes and Jack lucidly explain how and why these systems work." -Narasimhan Jegadeesh, Dean's Distinguished Chair in Finance at Goizueta Business School
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