Late last week, I was in Las Vegas for a quantitative investing conference and a number of things happened to me. (Nothing dreadful, I promise!) And I know the saying about Vegas, but I’d like t...
read more..Trading Strategies Using Momentum
This week, I bumped into a friend who remembered my article based on seasonal investing in which I suggested to buy around Halloween and sell in May. He reminded me that May is soon approaching, and...
read more..Last Friday through Sunday was just about perfect for me. I had some really fun time with family and friends, coached a youth soccer game, and got the chance to play soccer, tennis and the djembe drum...
read more..This past weekend I found myself watching cartoons. Honestly, it wasn’t my choice. The kids had the remote. (But I do think it might be a good idea for all of us to have some “silly time” once i...
read more..12 Stocks for 2012 The New Year is now upon us with renewed hopes and dreams. The turn of the year also usually signifies a dedication to self-improvement through resolutions or fun goals that we se...
read more..3 Great Ways to Pick Stocks Having worked in the equity markets for a while now, with a primary focus on finding profitable stock-picking strategies, I sometimes feel like the keeper of great stock pi...
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The Handbook of Equity Market Anomalies is now available! To learn more about this book, please click here....
read more..Over the weekend I sat down with my preteen boys and watched Planet of the Apes. No, not the 21st century version. We watched the 1968 classic starring Charlton Heston and Roddy McDowall. Afterwards, ...
read more..When I think of “hordes,” I imagine mass armies of Barbarians pouring in and looting Rome. “Swarms” remind me of thousands of teeming bees rushing out of a hive. And on numerous occasions, I...
read more..“Big Money” is a price momentum strategy that’s a direct play on the momentum anomaly. This quantitative strategy excels at identifying stocks that have gained some traction in ...
read more..This strategy is a simple example of how you can look at just one idea or factor (but it has to be a profitable idea!) and still make money. The price momentum anomaly is exhibited in this example a...
read more..Another simple example of how you can take advantage of the momentum anomaly, have a one-idea strategy and make money is with earnings momentum. At the heart of this strategy, which illustrates the ...
read more..Price Momentum and Trading Volume by Lee & Swaminathan Abstract: Past trading volume predicts both the magnitude and persistence of future price momentum. In the intermediate-term, a stra...
read more..Momentum by Jegadeesh & Titman Abstract: There is substantial evidence that indicates that stocks that perform the best (worst) over a three- to 12-month period tend to continue to perfo...
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