Quantitative Momentum: A Practitioner's Guide to Building a Momentum-Based Stock Selection System Hardcover - 2016
by Wesley R. Gray; Jack R. Vogel
From the jacket flap
On the surface, value investors seem to have a polar opposite mindset from momentum investors. Value investors generally buy cheap out-of-favor stocks, while momentum investors buy stocks with strong price trends. But the behavioral biases and career concerns that drive expected excess returns for value investors are the key mechanisms also driving the long-term sustainability of momentum. Quantitative Momentum fully explores exactly how and why systematic momentum investing is a powerful strategy, arguing that momentum investing is potentially more potent than value investing.
A long-held secret of Wall Street hedge funds, and other investors savvy about behavioral finance, is that momentum investing was never a "growth" strategy--it is, and always has been, a historically successful practice that investors should buy winners, regardless of their growth prospects. With the rigor and educational sensibilities author Wesley Gray used to deliver Quantitative Value, the bible on systematic value investing, Quantitative Momentum is a first-of-its-kind guidebook for the individual investor looking to build a stock-picking platform based on momentum. Specifically, the momentum approach identified is ideal for balancing a deep value portfolio and helps to shorten the multi-year relative underperformance of both stand-alone strategies. See how it works for yourself on an accompanying website featuring tools for finding the momentum stocks described inside, additional research, and access to a dynamic community that follows advances in quantitative investing. Written to empower investors through education, this practical system unfolds in micro-lessons of narrative advice and guidance reinforced by illustrative examples that fully prepare you to do the following:
- Understand how and why momentum strategies may or may not work in the future
- Form a portfolio of stocks based on evidence-based momentum stock- selection signals
- Tactically deploy a momentum stock portfolio in the context of a broader investment portfolio
Look no further than Quantitative Momentum to inject PhD-level research and sophistication into your portfolio.
Details
- Title Quantitative Momentum: A Practitioner's Guide to Building a Momentum-Based Stock Selection System
- Author Wesley R. Gray; Jack R. Vogel
- Binding Hardcover
- Edition Hardback
- Pages 208
- Volumes 1
- Language ENG
- Publisher Wiley
- Date 2016
- Illustrated Yes
- Features Illustrated, Index
- ISBN 9781119237198 / 111923719X
- Weight 0.85 lbs (0.39 kg)
- Dimensions 9.1 x 6 x 0.8 in (23.11 x 15.24 x 2.03 cm)
- Library of Congress subjects Investments, Stocks
- Library of Congress Catalog Number 2016023789
- Dewey Decimal Code 332.632
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