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

CXO Advisory highlights an interesting paper with the tagline: “Momentum Not Working?” Here’s the link: http://www.cxoadvisory.com/subscription-options/?wlfrom=%2F17440%2Fmomentum-investing%2Fmomentum-not-working%2F Here is the link

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Risk-Managed Momentum

November 11, 2011

Last week we discussed the possibility that “momentum is finished.” Astute readers of the blog generally agreed with the concept,

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