067 - Quantitative Momentum with Jack Vogel

Better System Trader - A podcast by Andrew Swanscott chats with professional traders Larry Williams, Ernest Cha

Categories:

Business

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