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The Market's Best-Kept Secret | Travis Prentice on Momentum's Surprising Edge

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Manage episode 479921769 series 2581243
Content provided by Excess Returns. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Excess Returns or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://ppacc.player.fm/legal.

In this episode of Excess Returns, Justin and Jack welcome Travis Prentice from Informed Momentum Company to discuss the ins and outs of momentum investing. Travis brings nearly three decades of momentum investing experience and shares valuable insights about momentum strategies, misconceptions, implementation challenges, and how momentum can be effectively combined with other factors. This conversation offers both beginning and experienced investors a comprehensive look at this powerful investment strategy.

Topics Covered:

What momentum investing is and how it differs from growth investing

The mechanics of cross-sectional momentum and relative strength

Common misconceptions about momentum strategies

How fundamental data can enhance momentum strategies

The significance of continuous vs. dynamic momentum

Portfolio construction, sector concentration, and rebalancing approaches

Momentum performance across different market caps and geographies

The risk profile of momentum vs. value strategies

Momentum crashes - what they are and how to mitigate them

Tax efficiency of momentum strategies

The impact of passive investing on momentum strategiesOptimal factor combinations for diversified portfolios

  continue reading

332 episodes

Artwork
iconShare
 
Manage episode 479921769 series 2581243
Content provided by Excess Returns. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Excess Returns or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://ppacc.player.fm/legal.

In this episode of Excess Returns, Justin and Jack welcome Travis Prentice from Informed Momentum Company to discuss the ins and outs of momentum investing. Travis brings nearly three decades of momentum investing experience and shares valuable insights about momentum strategies, misconceptions, implementation challenges, and how momentum can be effectively combined with other factors. This conversation offers both beginning and experienced investors a comprehensive look at this powerful investment strategy.

Topics Covered:

What momentum investing is and how it differs from growth investing

The mechanics of cross-sectional momentum and relative strength

Common misconceptions about momentum strategies

How fundamental data can enhance momentum strategies

The significance of continuous vs. dynamic momentum

Portfolio construction, sector concentration, and rebalancing approaches

Momentum performance across different market caps and geographies

The risk profile of momentum vs. value strategies

Momentum crashes - what they are and how to mitigate them

Tax efficiency of momentum strategies

The impact of passive investing on momentum strategiesOptimal factor combinations for diversified portfolios

  continue reading

332 episodes

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