Five Good Questions Podcast

5GQ Jack Vogel - Quantitative Momentum

Informações:

Synopsis

Jack Vogel, Ph.D., conducts research in empirical asset pricing and behavioral finance, and is a co-author of two books: DIY FINANCIAL ADVISOR: A Simple Solution to Build and Protect Your Wealth and QUANTITATIVE MOMENTUM.  His academic background includes experience as an instructor and research assistant at Drexel University in both the Finance and Mathematics departments, as well as a Finance instructor at Villanova University. Dr. Vogel is currently a Managing Member of Alpha Architect, LLC, an SEC-Registered Investment Advisor, where he heads the research department and serves as the Chief Financial Officer and co-CIO. He has a PhD in Finance and a MS in Mathematics from Drexel University, and graduated summa cum laude with a BS in Mathematics and Education from The University of Scranton. http://amzn.to/2kXjWnh 1.  Let’s start with some basic definitions that seem to trip people up. What are the differences between “growth” and “momentum” strategies? 2.  You argue in your book that value and momentum in