This episode offers a deep dive into the theory and application of momentum-based investing. We examine the underlying mechanics of predictable momentum, how market behavior leads to exploitable inefficiencies, and the construction of strategies that aim to deliver excess returns. Grounded in research and real-world examples, the discussion provides a compelling look at the intersection of behavioral finance and quantitative investing.

Find the full research paper here: https://community.quantopian.com/c/community-forums/momentum-at-long-holding-periods

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Quant Radio is an AI-generated podcast, intended to help people develop their knowledge and skills in Quant finance. This podcast is not intended to provide investment advice.

Quant Radio: Momentum at Long Holding Periods