Quantitative Momentum - Wesley R. Gray.pdf

(2671 KB) Pobierz

Quantitative

Momentum

Founded in 1807, John Wiley & Sons is the oldest independent publishing

company in the United States. With offices in North America, Europe, Aus-

tralia and Asia, Wiley is globally committed to developing and marketing

print and electronic products and services for our customers’ professional

and personal knowledge and understanding.

The Wiley Finance series contains books written specifically for finance

and investment professionals, as well as sophisticated individual investors

and their financial advisers. Book topics range from portfolio management

to e-commerce, risk management, financial engineering, valuation and finan-

cial instrument analysis, as well as much more.

For a list of available titles, visit our website at www.WileyFinance.com.

Quantitative

Momentum

A Practitioner’s Guide to Building a

Momentum-Based Stock

Selection System

WESLEY R. GRAY

JACK R. VOGEL