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Praise for Quantitative Momentum "In our own research, we have found that the predictive price return momentum pattern persists backward in time for hundreds of years in equities and for extended out-of-sample settings for other classes of assets. Anyone who is using, studying, or incorporating momentum will find a wealth of information in the pages of
Quantitative Momentum."
--
Chris Geczy, Founder and CEO of Forefront Analytics
"If you want to understand, explore, and ultimately exploit momentum investing, then there is no better (or faster) way than to read
Quantitative Momentum."
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Pat O'Shaughnessy, Principal and Portfolio Manager of O'Shaughnessy Asset Management
"Wes and Jack do an admirable job explaining momentum principles and its behavioral basis. If you are interested in using momentum as a stock selection tool, this is a must-have book."
--
Gary Antonacci, author of
Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk "
Quantitative Momentum is the story of momentum-based stock selection algorithms. Wes and Jack lucidly explain how and why these systems work."
--
Narasimhan Jegadeesh, Dean's Distinguished Chair in Finance at Goizueta Business School
About the author
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.
