Best momentum/trend following strategy/strategies book/article/research paper in market?

You have a valid point here. I am also concerned about the momentum premium going up in smokes. Many people will get hurt. I am also concerned that this could be the result of many people chasing a momentum premium as it is happening now. At the same time, how do you propose to compete with the robot algos of big brokerages in intraday? Maybe the solution is position trading, 2 - 10 days max.

I dont know a very good way but those famous japapnese traders like BNF and CIS seem like find out their own ways, you can google their stories.
 
I dont know a very good way but those famous japapnese traders like BNF and CIS seem like find out their own ways, you can google their stories.

Out of a million Jap traders some will have a story to tell. Most are ruined.
 
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