Excess Returns  cover image

An In Depth Look at Momentum Investing and Trend Following with Jack Vogel

Excess Returns

00:00

The Importance of Consistent Momentum in Your Research

A lot of these studies start with the base line, like book to market and book to markets. And we already know oexanding book to market has been one of the worst value performers over the past couple of years. So in that paper, no, we've studied this as well a a couple, you know, replicated it changed the universe, and it seemed to work as well. Essentially, you want to be buying the high momentum name that have more consistent momentum t.

Transcript
Play full episode

The AI-powered Podcast Player

Save insights by tapping your headphones, chat with episodes, discover the best highlights - and more!
App store bannerPlay store banner
Get the app