The Twin Momentum strategy looks at combining traditional price momentum with improving fundamentals to generate market outperformance. The strategy uses seven fundamental variables (earnings, return on equity, return on assets,…
Tag: Twin Momentum
Top Twin Momentum Stocks - July 2024
The Twin Momentum strategy looks at combining traditional price momentum with improving fundamentals to generate market outperformance. The strategy uses seven fundamental variables (earnings, return on equity, return on assets,…
Riding the Wave: Profiting from Momentum in the Stock Market
What is Momentum Investing? Momentum investing is a strategy that aims to capitalize on the continuance of existing trends in the market. It involves buying stocks that have performed well…
Twin Momentum: Combining Price and Fundamental Momentum
Twin Momentum is a unique investing approach that combines two powerful momentum factors to identify stocks with strong potential for outperformance. Validea’s Twin Momentum strategy is based on the research…
Twin Momentum: Combining Price Momentum & Fundamental Momentum Into One Top Quant Model
In this week’s Screen of the Week, we highlight the Twin Momentum model on Validea, which is a academic model developed by researcher including Dashan Huang. The model combines fundamental…
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,…
The Basics of Momentum Investing
By Jack Forehand, CFA (@practicalquant) We often write about factor investing on our blog. We talk about factors like value, momentum, quality and low volatility and their practical use in the real…
Twin Momentum: Combining Fundamental and Price Momentum Together In One Quantitative Model (Ep. 59)
The academic research supporting the momentum factor is very strong. But most of that research focuses on the momentum in a stock’s price. An interesting research paper written by Dashan…
Twin Momentum: A Combination of Fundamental & Price Momentum
By Justin J. Carbonneau (@jjcarbonneau) — An object at rest stays at rest and an object in motion stays in motion with the same speed and in the same direction…