{"product_id":"quantitative-momentum-a-practitioners-guide-to-building-a-momentum-based-stock-selection-system-paperback-softback-9781394377930","title":"Quantitative Momentum; A Practitioner's Guide to Building a Momentum-Based Stock Selection System (Paperback \/ softback) 9781394377930","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eQuantitative Momentum\u003c\/font\u003e\u003cbr\u003e\r\n\u003cfont size=\"5\"\u003eA Practitioner's Guide to Building a Momentum-Based Stock Selection System\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cem\u003e\u003cp\u003e\"Systematic momentum investing, as opposed to its complementary cousin value, has not gotten the investor attention it deserves. Wes and Jack fix this problem. Anyone interested in systematic investing should read this book and add more tools to their repertoire.\"\u003cbr\u003e—\u003cb\u003eCliff Asness,\u003c\/b\u003e Managing and Founding Principal of AQR Capital Management\u003c\/p\u003e \u003cp\u003e\"Most investors would assume the 'premiere anomaly' is value, when in fact it is momentum. Let Wes and Jack take you through a MBA course on momentum that will have you saying by the end — 'the trend is your friend.'\"\u003cbr\u003e—\u003cb\u003eMeb Faber,\u003c\/b\u003e CIO of Cambria Investment Management\u003c\/p\u003e \u003cp\u003e\"Wes and Jack have looked under every rock for an edge and they've found it with momentum. Momentum is the 'premier anomaly', so no surprise this is their best book yet. Buy it and read it.\"\u003cbr\u003e—\u003cb\u003eAdam Butler,\u003c\/b\u003e CEO of ReSolve Asset Management​\u003c\/p\u003e\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003cp\u003e\u003cfont size=\"4\"\u003eWesley R. Gray (Author), Jack R. Vogel (Author)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9781394377930, Wiley\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003ePaperback \/ softback, published 29 September 2025\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e208 pages\u003cbr\u003e22.6 x 15.2 x 1.8 cm, 0.249 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003e\u003cb\u003eThe individual investor's comprehensive guide to momentum investing\u003c\/b\u003e \u003cp\u003e\u003ci\u003eQuantitative Momentum\u003c\/i\u003e brings momentum investing out of Wall Street and into the hands of individual investors. In his last book, \u003ci\u003eQuantitative Value\u003c\/i\u003e, 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 \u003ci\u003enot\u003c\/i\u003e: 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 flocking into the momentum fold. \u003c\/p\u003e\n\u003cp\u003eSystematic investment strategies always seem to look good on paper, but many fall down in practice. Momentum investing is one of the few systematic strategies with legs, withstanding the test of time and the rigor of academic investigation. This book provides invaluable guidance on constructing your own momentum strategy from the ground up. \u003c\/p\u003e\n\u003cul\u003e \u003cli\u003eLearn what momentum is and is \u003ci\u003enot\u003c\/i\u003e\n\u003c\/li\u003e \u003cli\u003eDiscover how momentum can beat the market\u003c\/li\u003e \u003cli\u003eTake momentum beyond asset allocation into stock selection\u003c\/li\u003e \u003cli\u003eAccess the tools that ease DIY implementation\u003c\/li\u003e \u003c\/ul\u003e \u003cp\u003eThe large Wall Street hedge funds tend to portray themselves as the sophisticated elite, but momentum investing allows you to 'borrow' one of their top strategies to enrich your own portfolio. \u003ci\u003eQuantitative Momentum\u003c\/i\u003e is the individual investor's guide to boosting market success with a robust momentum strategy.\u003c\/p\u003e\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e\u003cp\u003ePreface ix\u003c\/p\u003e \u003cp\u003eAcknowledgments xi\u003c\/p\u003e \u003cp\u003eAbout the Authors xiii\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart One Understanding Momentum 1\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eChapter 1 Less Religion; More Reason 3\u003c\/p\u003e \u003cp\u003eChapter 2 Why Can Active Investment Strategies Work? 14\u003c\/p\u003e \u003cp\u003eChapter 3 Momentum Investing Is Not Growth Investing 43\u003c\/p\u003e \u003cp\u003eChapter 4 Why All Value Investors Need Momentum 62\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart Two Building a Momentum-Based Stock Selection Model 77\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eChapter 5 The Basics of Building a Momentum Strategy 79\u003c\/p\u003e \u003cp\u003eChapter 6 Maximizing Momentum: The Path Matters 93\u003c\/p\u003e \u003cp\u003eChapter 7 Momentum Investors Need to Know Their Seasons 107\u003c\/p\u003e \u003cp\u003eChapter 8 Quantitative Momentum Beats the Market 120\u003c\/p\u003e \u003cp\u003eChapter 9 Making Momentum Work in Practice 144\u003c\/p\u003e \u003cp\u003eAppendix A Investigating Alternative Momentum Concepts 155\u003c\/p\u003e \u003cp\u003eAppendix B Performance Statistics Definitions 175\u003c\/p\u003e \u003cp\u003eAbout the Companion Website 176\u003c\/p\u003e \u003cp\u003eIndex 177\u003c\/p\u003e\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Mathematics [\u003ca title=\"See our other books on Mathematics\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Mathematics%20%5BPB%5D%22\"\u003ePB\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Wiley","offers":[{"title":"Brand New","offer_id":52653261619480,"sku":"9781394377930","price":13.59,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/files\/9781394377930.jpg?v=1789090484","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/quantitative-momentum-a-practitioners-guide-to-building-a-momentum-based-stock-selection-system-paperback-softback-9781394377930","provider":"Freshly Printed Books","version":"1.0","type":"link"}