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

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