目次

1. Data, Portfolios, and Performance: How We Test the Strategies2. The Trend is Your Friend: Momentum Investing3. Trees Do Not Grow to the Sky: Reversals in a Stock Market4. No Pain, No Gain? The Puzzle of Risk-Return Relationship5. Are Stocks Lotteries? The Shape of Distribution Matters6. Januaries, Mays, and Lunar Cycles: Stock Selection with Seasonal Anomalies7. Predicting Prices Based on… Prices? The Role of Nominal Prices8. To Time or Not to Time? Tactical Allocation across Strategies