"Momentum Investing: Simple, But Not Easy" by Dr. Wes Gray from QuantCon 2017
Автор: Quantopian
Загружено: 2018-02-21
Просмотров: 41906
Описание:
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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