Quantitative Momentum

Index

1.  
2. Absolute momentum
   1. breakpoints
   2. calculation of
   3. cutoff points
   4. financial crisis and
   5. firms, number of
   6. long-only portfolio returns
   7. long/short returns
   8. portfolio performance
   9. rule
   10. validity of
3. Absolute strength
4. Agarwal, Vikas
5. Alliance Pharmaceutical Corp.
6. Alpha
   1. relative risk premium
   2. sustainable
7. Alpha analysis, quantitative momentum and
8. Alternative momentum concepts
   1. 52-week high
   2. absolute strength improving relative strength
   3. fundamentals and
   4. volatility of momentum
9. American Finance Association
10. American Stock Exchange (AMEX)
11. Apple
12. AQR Capital Management
13. Arbitrage
    1. defined
    2. investment strategy example
    3. limits to
    4. quantitative momentum and
14. Asness, Cliff
15. Asset class historical results
16. Asset-class selection, trading rules and
17. Australian equity markets
18.  
19. Baker, Malcom
20. Bali, Turan G.
21. Barberis, Nicholas
22. Barron's
23. Baupost Group hedge fund
24. Beaver, William
25. Behavioral bias
    1. identification of
    2. indirect exploitation of
    3. mispricing due to
    4. pillars of
    5. value, momentum and
26. Behavioral errors
27. Behavioral finance
    1. essence of
    2. investor psychology
    3. market mispricing and
    4. momentum and
    5. pillars of
    6. poker comparison (see Poker comparison)
28. Behavioral psychology
29. Behavioral theories, challenging
30. Benchmark, passive
31. Benchmark drift
32. Benchmark portfolio
33. Beta
    1. defined
    2. “lottery-like” stocks and
34. Beta anomaly
35. Bias, EMH and
36. Black, Fischer
37. Black box
38. Blended strategy
39. Bloomfield, Robert
40. B/M (book to market) ratios
41. Brown, Philip
42. Brunnermeier, Markus
43. Buffett, Warren
44.  
45. CAGR (Compound AnnualGrowth Rate)
    1. 52-week high screen ...