Market Momentum: Theory and Practice

Market Momentum: Theory and Practice is a detailed how-to reference, covering the behavioral and statistical causes of momentum while also exploring the practical side of implementation. It aims to allow readers to understand the causes of momentum, rather than treating it as a goose that lays golden (rotten?) eggs. Market Momentum provides a thorough introduction to the topic and an interpretation of the extant literature, incorporating new academic and practitioner research to bring the subject fully up to date. A companion website hosts spreadsheets which can be used by practitioners to apply the various momentum strategies presented in the book. There are also slide decks and other teaching materials for lecturers.