Momentum/trend trading threads

TraDaToR said:
Hello,

For the first time in my life, it seems I have a valid momentum/trend strategy( have always been a countertrend liquidity provider otherwise...), are there some mandatory threads to read on this subject? I am interested in stocks trading for the most part, not futures.

I used the search button but if you type "momentum" or "trend", good luck trying to find something relevant...LOL
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So much has been written about these topics. What is it specifically that you would like to read about?
 
I don't know exactly. 10 years ago there was a lot of traders who were simply "trading what moves" in the stock arena. They were focusing on stocks that recently had a major news impact( earnings, merger, drug approval...) and tried to play the continuation of the trend. I would like to know if there was some threads dedicated to this type of trading.
 
Are you looking for mechanical intraday momentum trading strategies? I know Aquila Capital used to have a hedge fund trading that in equity futures, oil and I believe bond futures. It was profitable 2003-2010'ish with an excellent SR and then had 2-3 years of losses and they folded the fund.

I don't know of any usable research on intraday momentum in finance literature. Most papers focus on multi-month time frames. Goto ssrn.com and look for "momentum profits", "trend following" and the likes.
 
TraDaToR said:
I don't know exactly. 10 years ago there was a lot of traders who were simply "trading what moves" in the stock arena. They were focusing on stocks that recently had a major news impact( earnings, merger, drug approval...) and tried to play the continuation of the trend. I would like to know if there was some threads dedicated to this type of trading.
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http://stockbee.blogspot.co.uk/2017/01/how-to-profit-from-big-earnings.html
 
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