

An In Depth Look at Momentum Investing and Trend Following with Jack Vogel
Feb 4, 2021
Chapters
Transcript
Episode notes
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17
Introduction
00:00 • 2min
What Is Quantitative Momentum?
01:41 • 4min
Growth Investing
05:59 • 2min
Growth Investing
07:41 • 3min
How Do You Measure Momentum?
11:04 • 1min
Is It a Good Idea to Use Composites?
12:32 • 2min
The Importance of Consistent Momentum in Your Research
14:37 • 3min
What's the Scale of Transaction Costs?
17:29 • 2min
How to Build a Micro Structure Model for Transaction Costs
18:59 • 4min
Using Fundamental Momentum to Diversify Your Portfolio
23:06 • 3min
The Equity Risk Premium Is Only Got I Go Away, Right?
25:37 • 2min
Is There a Better Pairing Between Value and Momentum?
27:40 • 4min
Is There a Trend Following Strategy for Investors?
31:47 • 2min
Trenfalling
34:01 • 2min
The Right Benchmark for Trenfalling
36:09 • 4min
Trafain Signals
40:31 • 4min
The Top 50 Momentum Names Right Now?
44:39 • 2min