Better System Trader 067 - Quantitative Momentum with Jack Vogel
Jan 8, 2017
40:49
The guest for this episode is Jack Vogel from Alpha Architect, a quantitative asset management and consulting firm.
Jack has published a number of papers on SSRN and also co-authored a couple of books including “Quantitative Momentum: a practitioners guide to building a momentum-based stock selection system”.
In our chat with Jack you will hear:
- Momentum - what is it, what causes it and the different types you need to be aware of
- How to best apply momentum techniques to a portfolio
- Why measuring the quality of a trend is so important and how to do it
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