Better System Trader
067 - Quantitative Momentum with Jack Vogel
- Author: Vários
- Narrator: Vários
- Publisher: Podcast
- Duration: 0:40:49
- More information
Informações:
Synopsis
The guest for this episode is Jack Vogel from Alpha Architect, a quantitative asset management and consulting firm. Jack has published a number of papers on SSRN and also co-authored a couple of books including “Quantitative Momentum: a practitioners guide to building a momentum-based stock selection system”. In our chat with Jack you will hear: Momentum - what is it, what causes it and the different types you need to be aware of How to best apply momentum techniques to a portfolio Why measuring the quality of a trend is so important and how to do it