Better System Trader

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

Resources mentioned in this episode

• Jack can be contacted on the website http://www.alphaarchitect.com/ or on twitter @jvogs02 and @alphaarchitect
• Alpha Architects white paper on momentum: http://blog.alphaarchitect.com/2015/12/01/quantitative-momentum-investing-philosophy/#gs.LrwL99I
• “Frog in the pan” paper: http://www3.nd.edu/~zda/Frog.pdf
• “Value and Momentum everywhere” paper: http://pages.stern.nyu.edu/~lpederse/papers/ValMomEverywhere.pdf
• Books mentioned in the show:

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Episode Released:

8 January 2017