Posts in Momentum Investing Research






Style Momentum in Australia?

July 19, 2016

Jegadeesh and Titman (1993) popularized a simple idea: “past winners outperform past losers.” Post JT, the relative strength, or “momentum

Read More










How to Measure Momentum?

October 14, 2016

Since we’ve released our new book, Quantitative Momentum, we’ve received a handful of basic questions related to momentum–specifically as it

Read More



Momentum Finished?

November 2, 2011

Last updated on January 23rd, 2017 at 11:53 amCXO Advisory highlights an interesting paper with the tagline: “Momentum Not Working?”

Read More

Risk-Managed Momentum

November 11, 2011

Last updated on January 23rd, 2017 at 11:59 amLast week we discussed the possibility that “momentum is finished.” Astute readers

Read More