2min chapter

Flirting with Models cover image

Jack Vogel - Momentum in Theory, Momentum in Practice (S1E6)

Flirting with Models

CHAPTER

The Quantitative Momentum Index

So let's maybe take a step back and actually talk about the quantitative momentum index for a moment, and maybe you can give us a 30 thousand foot view of how you think of the actual construction of the index. Yes o thes, i'll just go through the process, and then weknow we can dig into each of the steps. So e know for investible universe, its mainly made large caps in the us, or international securities. The step is, as i just mentioned, we are fans of price momentum, not fundamental. There's nothing wrong with fundamental, but we use price momentum.

00:00

Get the Snipd
podcast app

Unlock the knowledge in podcasts with the podcast player of the future.
App store bannerPlay store banner

AI-powered
podcast player

Listen to all your favourite podcasts with AI-powered features

Discover
highlights

Listen to the best highlights from the podcasts you love and dive into the full episode

Save any
moment

Hear something you like? Tap your headphones to save it with AI-generated key takeaways

Share
& Export

Send highlights to Twitter, WhatsApp or export them to Notion, Readwise & more

AI-powered
podcast player

Listen to all your favourite podcasts with AI-powered features

Discover
highlights

Listen to the best highlights from the podcasts you love and dive into the full episode