2min snip

Flirting with Models cover image

Jack Vogel - Momentum in Theory, Momentum in Practice (S1E6)

Flirting with Models

NOTE

Five Steps to Building a Momentum Portfolio

The process of building a momentum portfolio involves five key steps: assess the investible universe focusing on large caps in the US or international securities, use price momentum strategy to select the top securities, apply a measure to narrow down to the top 50 stocks, time rebalances around seasonal effects, rebalance the portfolio every quarter, and equal weight across the selected securities to end up with a 50 stock portfolio.

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