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"Momentum Investing: Simple, But Not Easy" by Dr. Wes Gray from QuantCon 2017 

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Dr. Wes Gray, Founder of Alpha Architect, presented at QuantCon NYC 2017. In his talk, he discusses the performance of generic stock selection momentum strategies. He also talks about the costs and benefits of these strategies. Finally, Wes reviews how momentum strategies can be deployed in a portfolio.
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15 сен 2024

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Комментарии : 13   
@ZUPRA9050
@ZUPRA9050 3 года назад
When lambo?
@tas3159
@tas3159 2 года назад
"it works because it doesn't work", excellent!
@trustmebro703
@trustmebro703 3 года назад
Answer to the math trick: binary. Contains =1 not contains = 0. Number of various mutations :2^6=64. You don’t need a math PhD for that.
@samidelhi6150
@samidelhi6150 4 года назад
Great Exposition
@prateeksaini1304
@prateeksaini1304 5 месяцев назад
Do you think that algo trading can remove the edge of momentum strategies eventually. Because all the algos will be chasing similar kind of strategies.
@samidelhi6150
@samidelhi6150 4 года назад
But the issue is that these are not-money effecient strategies / investment paradigms relative to say long-short insurance / options strategies
@Rohit-oz1or
@Rohit-oz1or 5 лет назад
15:00 Don't Hedge Funds arbitrage momentum? They won't appear in this ETF study...
@DennisRay99
@DennisRay99 3 года назад
@Scott Wallace Huh?
@sleepless2541
@sleepless2541 Год назад
21:42
@bonob0123
@bonob0123 4 года назад
lot of salty ex-academics giving talks on youtube. just do your thing, why so much hate towards academics? they do their thing, no one is twisting your arm to use their "useless" idealized models. if you misinterpret an idealized model, thats on you.
@willrocksBR
@willrocksBR 4 года назад
You must not be an academic then, because they SHOULD welcome scrutiny. That's how knowledge progresses, not through echo chambers.
@stockspotlightpodcast
@stockspotlightpodcast Год назад
Glad I chose QMOM over MTUM 😂
@JKonFilm
@JKonFilm 3 года назад
yurr
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