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Daily Archives: October 17, 2016

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Book Review of Quantitative Momentum

Book ReviewBy adminOctober 17, 2016Leave a comment

I have been looking forward to Jack and Wes’s new book. It is the only book besides my Dual Momentum InvestingĀ that relies on academic research to develop systematic momentum strategies. My book uses a macro approach of applying momentum to indices and asset classes. Wes and Jack (W&J) take the more common approach of applying…

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