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The Market's Best-Kept Secret | Travis Prentice on Momentum's Surprising Edge
Manage episode 479921769 series 2581243
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
332 episodes
Manage episode 479921769 series 2581243
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
332 episodes
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