Quantitative Momentum: A Practitioner's Guide to Building a Momentum-Based Stock Selection System (Wesley R. Gray; Jack R Vogel, 2016)


  • It is the age of evidence-based investing
  • Calculating momentum - look back period of 12 months, convert profit/loss to % and +1, multiply together and -1 (higher the better)


Popular posts from this blog

MT4 Expert Advisor Full Script for Martingale & Grid Express in Less than 50 Lines of Code

Psychological Terms, Physics Laws & Effect, Mathematics & Paradoxes, Fallacies, Metaheuristics(Growing List)

Sustainable Business Strategy (MBA module 5 of 8)