Quantitative Momentum
A Practitioner's Guide to Building a Momentum-Based Stock Selection System
$49.18
- Hardcover
208 pages
- Release Date
23 September 2016
Summary
The Individual Investor’s Comprehensive Guide to Momentum Investing
Quantitative Momentum brings momentum investing out of Wall Street and into the hands of individual investors. In his last book, Quantitative Value, author Wes Gray brought systematic value strategy from the hedge funds to the masses; in this book, he does the same for momentum investing, the system that has been shown to beat the market and regularly enriches the coffers of Wall Street’s most soph…
Book Details
| ISBN-13: | 9781119237198 |
|---|---|
| ISBN-10: | 111923719X |
| Author: | Wesley R. Gray, Jack R. Vogel |
| Publisher: | John Wiley & Sons Inc |
| Imprint: | John Wiley & Sons Inc |
| Format: | Hardcover |
| Number of Pages: | 208 |
| Release Date: | 23 September 2016 |
| Weight: | 386g |
| Dimensions: | 231mm x 160mm x 23mm |
| Series: | Wiley Finance |
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What They're Saying
Critics Review
“Systematic momentum investing, as opposed to its complementary cousin value, has not gotten the investor attention it deserves. Wes and Jack fix this problem. Anyone interested in systematic investing should read this book and add more tools to their repertoire.”
- Cliff Asness, Managing and Founding Principal of AQR Capital Management
“Most investors would assume the ‘premiere anomaly’ is value, when in fact it is momentum. Let Wes and Jack take you through a MBA course on momentum that will have you saying by the end - ‘the trend is your friend.’”
-Meb Faber, CIO of Cambria Investment Management
“Wes and Jack have looked under every rock for an edge and they’ve found it with momentum. Momentum is the `premier anomaly’, so no surprise this is their best book yet. Buy it and read it.”
-Adam Butler, CEO of ReSolve Asset Management?
About The Author
Wesley R. Gray
WESLEY R. GRAY, PhD, is founder and CEO/CIO of Alpha Architect, an asset management firm delivering affordable, active exposures for tax-sensitive investors. He is coauthor of Quantitative Value and DIY Financial Advisor, as well as author of Embedded: A Marine Corps Advisor Inside the Iraqi Army.
JACK R. VOGEL, PhD, is CFO/CIO of Alpha Architect, an asset management firm delivering affordable, active exposures for tax-sensitive investors. He is coauthor of DIY Financial Advisor.
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