For traders and finance enthusiasts seeking a deep dive into momentum strategies, this book bridges theory with actionable insights—ideal for those who love data-driven decision-making.
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This book is for financial professionals, traders, academics, and students seeking a deep understanding of market momentum and its practical applications in trading strategies.
The book balances both theory and practice, covering behavioral and statistical explanations for market momentum alongside detailed implementation strategies for trading.
Key topics include the behavioral and statistical foundations of market momentum, momentum trading strategies, risk management, and performance evaluation. Market Momentum: Theory and Practice by Stephen Satchell and Andrew Grant is a non-fiction work in the Wiley Finance Series, covering financial markets and trading strategies. The book examines market momentum through behavioral and statistical frameworks, providing theoretical foundations alongside practical applications for implementing momentum-based trading strategies. It is structured as a reference guide, combining academic research with actionable insights for traders, portfolio managers, and students in finance. The text prioritizes empirical evidence and quantitative methods, focusing on the mechanics of momentum investing rather than speculative or anecdotal approaches.
The writing is technical and academic, aimed at readers with a strong background in finance or economics, while remaining accessible to motivated learners.
Reading this book will provide you with a comprehensive, research-backed framework for understanding and applying market momentum strategies in real-world trading scenarios.
