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About Darren Hom

Darren Hom regularly posts detailed summaries of academic finance research at @ReformedTrader, a Twitter account dedicated to investor education. As a perfect scorer on both the SAT and the ACT, he also provides one-on-one test preparation services and a quantitative finance course for advanced high school students. He has degrees from U.C. Berkeley (B.S.) and Stanford (M.S.).

How to Turn Cross-Sectional into Time-Series Momentum (and be home in time for dinner)

Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference? Amit Goyal and Narasimhan JegadeeshA version of this paper can be found hereWant to [...]

About Darren Hom

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