Quantitative Momentum - A Practitioner's Guide to Building a Momentum-Based Stock Selection System

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 sophisticated investors. First, you''ll learn what momentum investing is not: it''s not ''growth'' investing, nor is it an esoteric academic concept. You may have seen it used for asset allocation, but this book details the ways in which momentum stands on its own as a stock selection strategy, and gives you the expert insight you need to make it work for you. You''ll dig into its behavioral psychology roots, and discover the key tactics that are bringing both institutional and individual investors