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

Flirting with Models

CHAPTER

What Is Frog in the Pan?

Frog in the pan is a concept that has never been used by anyone else. The idea was to look at whether people were tentally, you know, i would say, under reacting to certain information. And so for your long book, you want to have firms that have a higher percentage of positive trading days over the past year. These are ones that are probably high momentum but the momentumis like a slower grind.

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