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

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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

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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?”

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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

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