“Momentum will be strongest in small stocks and stocks with little analyst coverage because they are more likely to be under-reacted to.”

“Where is momentum most profitable? It will be in the small stocks, the stocks with little analyst coverage, the stocks outside the US.”

“Momentum in your fund is the momentum in the stock times the weight in the fund”

“What you want to do is hold your fund in slightly different weights compared to how strong the momentum is from each stock, and make sure you have some exposures outside of that momentum bucket as well.”

“By rolling on a stock into a new stock I actually am able to take losses because I don't need to admit defeat to myself”