By Jack Forehand, CFA, CFP® (@practicalquant) — The market has seen some major changes since the 2020 market bottom. It would have been very difficult to predict the massive rally we have seen…
Tag: Momentum Investing
Quant Pioneer Asness Says It’s Too Early To Gloat
Co-founder of AQR Capital Management Cliff Asness is making a comeback in his treasured value trade as the firm’s $1 billion Absolute Return fund posted its five best days in…
The Different Approaches to Multi-Factor Investing
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…
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…
The Changing Nature of Momentum
By Jack Forehand (@practicalquant) — Investors sometimes want to pigeonhole investing factors. We want to look at a factor and associate a certain type of company with it. Doing so…
Momentum Strategy and How to Temper It
While the coronavirus pandemic “rocked” global markets in the first quarter of 2020, a recent Morningstar article reports that momentum exchange-traded funds navigated fairly well, an unusual occurrence that cannot…
An In Depth Look at Momentum Investing and Trend Following with Jack Vogel (Ep. 69)
There is perhaps no investment factor with more long-term data to support it than momentum. But despite that, its real world usage lags far behind other factors like value. Part…