Practical analysis for investment professionals

momentum investing

Top Five Articles from January: India, ETFs, and Vollgeld

What were the leading stories from Enterprising Investor in January?

Timing the Market: Momentum and Beyond

Pedro Barroso and his colleagues have studied the studied the time-varying volatility of momentum. among other equity factors, and its usefulness in managing exposure to momentum and its crashes.

Is Technology Making Us Too Bullish on Stocks?

Perhaps one reason panglossian market conditions can persist in the age of Twitter and Instagram is that omnipresent social media allow us to edit out anything that vaguely threatens our preferred mindset about stocks.

Dumb Alpha: Accelerating Momentum

Momentum investing can seem like an insult to your intelligence. Why should prices go up just because they have gone up in the past? But there is plenty of evidence that momentum investing works in the medium term.

Book Review: Trend Following with Managed Futures

Investors are warming to price-based investment strategies, even though trend following has often been associated with “noise” traders and theoretical technical analysis.

Weekend Reads for Finance Pros: Correlation and Causation, HFT, and “House of Debt”

Here are some interesting articles, photographs, radio clips, tweets, and Ted talks I've come across in recent weeks.

Weekend Reads for Investors: Momentum Matters

The momentum effect in investing refers to the tendency of stocks and other financial assets to show persistence in their relative performance. Despite convincing data, momentum hasn’t been widely embraced as an investment strategy.

Weekend Reads for Investors: The Rising Influence of Activists, Africa, and Twitter

David Larrabee, CFA, rounds up the most interesting reads for equity investors from the last couple weeks.

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