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Computerized Investing > August 2010

Grant Henning’s Technical-Momentum Stock Trading System

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by Wayne A. Thorp, CFA

Grant Henning is a former college professor who turned stock trader and has been developing and testing mathematical stock selection systems for over 20 years. In his book, “The Value and Momentum Trader” (John Wiley & Sons, 2010), Henning outlines three strategies for picking stocks—a technical-momentum model, a fundamental-value model, and a “hybrid” technical-fundamental model.

Henning’s research found that his technical-momentum model performed best during bull markets, but lagged his fundamental-value model during bear markets. Knowing that neither bull nor bear markets last forever, Henning devised a hybrid value-momentum strategy that caters to all market environments.

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Discussion

David from California posted over 4 years ago:

I did not see any mention of determining if a stock should be held based on a trailing stop loss which is determined at the end of the trading day. You would never provide the stop loss to your broker as you want to have control over what is done.


Murray from FL posted over 2 years ago:

For those of us interested in Technical trading and swing trading such a program as suggested by Grant Henning is attractive but the screening and further research is just too complicated and laborious. Is the a website or subscription service that does the work and gives appropriate timely suggestions?
Thanks


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