Insightful interview with Andreas Clenow author of Stocks on the Move: Beating the Market with Hedge Fund Momentum Strategies

Target Weight - Risk parity position sizing - has been added to the Quant Investing stock screener

How much you should invest in each stock in your portfolio – also called position sizing? This ratio tells you exactly how.

When we read Stocks on the Move: Beating the Market with Hedge Fund Momentum Strategies by Andreas Clenow we immediately added the ratio to the screener. Here is why.

In dem Buch Stocks on the Move: So schlagen Sie den Markt mit den Momentum-Strategien von Andreas Clenow lernten wir einen besseren Momentum-Indikator - exponentielle Regression - kennen, den wir dem Screener sofort hinzugefügt haben. Hier ist der Grund.