Documented Relative Strength Research

Documented Relative Strength Research

Fact, Fiction and Momentum Investing, Israel, Frazzini, Moskowitz, and Asness.  Added 05.09.14 Download

Asymmetric Risks of Momentum Strategies, Victoria Dobrynskaya.  Added 03.26.14 Download

Momentum: Style's Third Domain or a Replacement for Growth, Myles Zyblock, CFA et. al. Added 11.20.12 Download

Risk Adjusted Momentum: A Superior Approach to Momentum Investing, Rasool Shaik, CFA. Added 12.07.11 Download

Momentum - A Contrarian Case for Following the Herd, Tom Hancock. Added 09.20.10 Download

Momentum Investing, Tobias J. Moskowitz, PhD Investments & Wealth Monitor, IMCA, reprint with permission from IMCA only. Added 08.16.10 Download

Relative Strength Strategies for Investing, Mebane T. Faber. Added 04.20.10 Download

The Case for Momentum Investing, Adam L. Berger, Ronen Israel, and Tobias J. Moskowitz. Added 07.22.09 Download

Value and Momentum Everywhere, Clifford S. Asness, Tobias J. Moskowitz, and Lasse H. Pedersen. Added 07.10.09 Download

A Quantitative Approach to Tactical Asset Allocation, Mebane T. Faber. Added 05.20.09 Download

The Capitalism Distribution, Blackstar Funds. Added 12.05.08 Download

Point and Figure Special Report, Dorsey Wright Money Management. Added 10.01.08 Download

Using Style Momentum to Generate Alpha, Tibbs, Eakins, and DeShurko (Courtesy of the Market Technicians Association). Added 06.04.08 Download

Powershares Technical Fund Delivers on Promise, Roger Nusbaum. Added 04.25.08 Download

108 Year RS Research, ABN-AMRO. Added 02.27.08 Download

A Flexible Theory of Price Momentum, John Brush. Added 06.14.07 Download

Value and Growth, Theory and Practice, John Brush. Added 06.14.07 Download

Failure Factors, John Brush. Added 06.14.07 Download

Price Momentum, John Brush. Added 06.14.07 Download

The Interaction of Value and Momentum Strategies, Clifford S. Asness. Added 06.14.07 Download

MTA Newsletter, Bob Farrell. Added 06.14.07 Download

A Test of Relative Stock Values Reported over 17 1/2 Years, Charles D. Kirkpatrick II. Added 06.14.07 Download

Returns to Buying Winners and Selling Losers, Narasimhan Jegadeesh and Sheridan Titman. Added 06.14.07 Download

Style Momentum, Hsiu-Lang. Added 06.14.07 Download