#momentum portfolio


Returns under Momentum

Momentum investing has been around for decades. It was first formalized by Jegadeesh and Titman in their ground-breaking work on momentum: Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (pdf) in 1993. Since then, there have been hundreds of variants of the same underlying strategy that strike a slightly different balance […]

Founder, StockViz
19 Mar 2024