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Momentum Investing: Simple, But Not Easy by Dr. Wes Gray

How can momentum strategies be deployed in a portfolio? Dr. Wes Gray, Founder of Alpha Architect, discussed just that in his talk from from QuantCon NYC 2017.

Momentum Investing: Simple, But Not Easy

In this talk Wes discusses the performance of generic stock selection momentum strategies and the costs and benefits of these strategies. He provides much more detail and research on the topic in his paper Factor Investing and Trading Costs which he co-edited with Dr. Jack Vogel, CIO/CFO of Alpha Architect.


QuantCon 2018

QuantCon returns to NYC April 27th-28th. Dr. Marcos López de Prado, multibillion dollar fund manager, returns as a keynote due to popular demand. Dr. Lauren H. Cohen, will join us at QuantCon for the first time as our second keynote. Check out the full lineup and register now at



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