Quantitative Momentum A Practitioner's Guide to Building a Momentum-Based Stock Selection System

"Systematic momentum investing, as opposed to its complementary cousin value, has not gotten the investor attention it deserves. Wes and Jack fix this problem. Anyone interested in systematic investing should read this book and add more tools to their repertoire."
- Cliff Asness, Managing and Founding Principal of AQR Capital Management
 
"Most investors would assume the 'premiere anomaly' is value, when in fact it is momentum. Let Wes and Jack take you through a MBA course on momentum that will have you saying by the end - 'the trend is your friend.'"
 
-Meb Faber, CIO of Cambria Investment Management
 
"Wes and Jack have looked under every rock for an edge and they've found it with momentum. Momentum is the 'premier anomaly', so no surprise this is their best book yet. Buy it and read it." -Adam Butler, CEO of ReSolve Asset Management