Momentum Investing
Buying what has already gone up. The best evidence is in the Jegadeesh and Titman papers; the books below turn it into a rule set.
7 books · 6 people behind it
Start here
- How to Make Money in StocksWilliam J. O'Neil, 1988
- Dual Momentum InvestingGary Antonacci, 2014
- Quantitative MomentumWesley R. Gray, Jack R. Vogel, 2016
The people behind it 6
Each person holds a book in this entry or names it in their own tags.
Investors 6
WJ
William J. O'Neil1 book hereJP
James P. O'Shaughnessy1 book hereND
Nicolas Darvas1 book hereWR
Wesley R. Gray1 book here
Clifford Asnessnamed in their tagsMZ
Martin Zweignamed in their tagsBooks 7
Robert D. Edwards, John Magee · 1948 · The original codification of trend, before the academic evidence existed.
William J. O'Neil · 1988 · CAN SLIM: relative strength married to earnings acceleration.
James P. O'Shaughnessy · 1996 · Long-run backtests putting momentum beside value and the other factors.
Nicolas Darvas · 1960 · The box system: a pure price-momentum rule, written by an amateur.
Stan Weinstein · 1988 · Stage analysis; the chartist ancestor of relative-strength investing.
Gary Antonacci · 2014 · Combines relative and absolute momentum as an asset allocation rule.
Wesley R. Gray, Jack R. Vogel · 2016 · Academic momentum evidence built into an implementable equity strategy.