What You Need to Know About Momentum Investing | Six Experts Help Us Understand the Basics
Two Quants and a Financial PlannerJuly 29, 202400:54:14

What You Need to Know About Momentum Investing | Six Experts Help Us Understand the Basics

In this episode, we dive deep into momentum investing, bringing you insights from some of the smartest investors we know. We explore the fundamentals of momentum, breaking down its types and examining the academic research that supports its effectiveness. We discuss why momentum works, looking at behavioral explanations and comparing it to other investment factors. We also share ways to enhance momentum strategies, such as focusing on consistency and combining it with other factors like value and low volatility. Throughout the episode, we play clips from our interviews with experts like Sheridan Titman, Jack Vogel, Harin de Silva, Andy Berkin, Pim van Vliet and Wes Gray, providing you with insights on this powerful but often misunderstood investment strategy. We also address the potential downsides of momentum investing and the challenges of factor timing.

00:00:00 - Intro
00:04:45 - What is Momentum?
00:07:01 - What momentum is not
00:09:44 - The two types of momentum
00:10:53 - Sheridan Titman on his Seminal Paper on Momentum
00:13:55 - Jack Vogel on Time Series Momentum
00:19:46 - Wes Gray on why trend following is tough to stick with
00:21:06 - Why momentum works
00:26:07 - Does it matter why momentum works?
00:29:49 - Reflexivity in Momentum
00:32:42 - Jack Vogel on Momentum Consistency
00:35:26- Use of Fundamental Momentum
00:37:12 - Downsides of Momentum
00:38:44 - Combining Momentum with Other Factors - Thoughts from Andy Berkin and Pim van Vliet
0:48:00 - Harin de Silva on momentum and factor timing

SEE LATEST EPISODES
⁠⁠⁠https://excessreturnspod.com

FIND OUT MORE ABOUT SUNPOINTE INVESTMENTS
⁠⁠⁠https://sunpointeinvestments.com/⁠⁠⁠

FIND OUT MORE ABOUT VALIDEA CAPITAL
⁠⁠⁠https://www.valideacapital.com⁠⁠⁠

FOLLOW MATT
Twitter: ⁠⁠⁠https://twitter.com/cultishcreative⁠⁠⁠
LinkedIn: ⁠⁠⁠https://www.linkedin.com/in/matt-zeigler-a58a0a60/

FOLLOW JACK
Twitter: ⁠⁠⁠https://twitter.com/practicalquant⁠⁠⁠
LinkedIn: ⁠⁠⁠https://www.linkedin.com/in/jack-forehand-8015094⁠⁠⁠
Related Videos
The Great Moderation is Over: Here is What Comes Next | Practical Lessons from Liz Ann Sonders
Two Quants and a Financial PlannerMarch 17, 202500:52:44

The Great Moderation is Over: Here is What Comes Next | Practical Lessons from Liz Ann Sonders

In this episode, we break down key lessons from our conversation with Liz Ann Sonders, Chief Investment Strategist at Charles Schwab, exploring timeless investment principles and market dynamics that ...

Value Investing Had One of Its Worst Periods in History | Here is What Data Tells Us Comes Next
Two Quants and a Financial PlannerMarch 10, 202501:08:00

Value Investing Had One of Its Worst Periods in History | Here is What Data Tells Us Comes Next

In this episode, Jack and Matt dive deep into the state of value investing with special guest Tobias Carlisle, founder of the Acquirers Funds and author of multiple books on value investing. In this i...

Markets Always Return to Economic Reality | Bob Elliott Explains How It Happens
Two Quants and a Financial PlannerMarch 03, 202500:58:02

Markets Always Return to Economic Reality | Bob Elliott Explains How It Happens

In this compilation episode of Excess Returns, hosts Jack Forehand and Matt Zeigler bring you the most valuable insights from our interviews with Bob Elliott, founder of Unlimited Funds and former hea...