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…
Tag: Twin Momentum
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…