Useful ETF Tools

ETFs (and ETNs) are cool.  Looking at them is a kid in a candy store kind of thing. To do effective momentum investing, one usually needs no more than seven or eight ETFs. More is not really better. But it’s fun to look at all the varied asset classes and interesting ideas finding their way into the ETF universe. One of these days, I may even …

History of Momentum Research

For those want to see where academic momentum all began, the first published paper was in 1937. It was titled Some A Posteriori Probabilities in Stock Market Action by Alfred Cowles III and Herbert Jones.  The Cowles Foundation for Research in Economics, which was formally at the University of Chicago and is now at Yale, was started by Cowles. T…