We’re happy to introduce the first of our Foundational Series, Two Centuries of Momentum.

Within the long-form post we cover:

  • The history of momentum and its practitioners
  • The difference between cross-sectional and time-series momentum
  • The first academic studies of momentum
  • The academic foundations of momentum and trend following

We hope you enjoy reading it as much as we enjoyed writing it!

Corey is co-founder and Chief Investment Officer of Newfound Research, a quantitative asset manager offering a suite of separately managed accounts and mutual funds. At Newfound, Corey is responsible for portfolio management, investment research, strategy development, and communication of the firm's views to clients. Prior to offering asset management services, Newfound licensed research from the quantitative investment models developed by Corey. At peak, this research helped steer the tactical allocation decisions for upwards of $10bn. Corey holds a Master of Science in Computational Finance from Carnegie Mellon University and a Bachelor of Science in Computer Science, cum laude, from Cornell University. You can connect with Corey on LinkedIn or Twitter.