By Jack Forehand, CFA, CFP® (@practicalquant) — I have always been a big believer that factor investing is an effective way to produce returns that beat the market over time. But I also…
Tag: Momentum Investing
Sheridan Titman On His Seminal Paper on Momentum Investing and What He Has Learned Since
Momentum was a factor that many academics were very reluctant to embrace. Our guest this week, Sheridan Titman, helped to change that with his 1993 paper “Returns to Buying Winners…
Three Ideas to Help Fundamental Investors Weather a Flows Based Market
By Jack Forehand, CFA, CFP® (@practicalquant) — The market has changed in the wake of the pandemic. Retail trading is up dramatically. So is options activity. And narrative is driving returns much more…
Amplifying Momentum’s Alpha Potential
By Justin Carbonneau (@jjcarbonneau) — Momentum investing can sometimes be looked at as a more speculative type of investing since it involves buying stocks that have gone up the most,…
Finding the Market’s Top-Performers
Although one-day share price movements get a lot of attention, there is a “better measure of price strength that investors should be paying attention to—price momentum over time.” This according…