067 - Quantitative Momentum with Jack Vogel
Jan 08, 2017•41 min
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Episode description
The guest for this episode is Jack Vogel from Alpha Architect, a quantitative asset management and consulting firm.
Jack has published a number of papers on SSRN and also co-authored a couple of books including "Quantitative Momentum: a practitioners guide to building a momentum-based stock selection system".
In our chat with Jack you will hear:
- Momentum - what is it, what causes it and the different types you need to be aware of
- How to best apply momentum techniques to a portfolio
- Why measuring the quality of a trend is so important and how to do it
Disclaimer: Trading in the financial markets involves a substantial risk of loss and is not suitable for everyone. All content produced by Better System Trader is for informational or educational purposes only and does not constitute trading or investment advice. Past performance is not necessarily indicative of future results.
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