Introduction / Andrew Grant and Steve Satchell -- Behavioural Finance and Momentum / Andrew Grant -- A Taxonomy of Momentum Strategies / Steve Satchell -- Demystifying Time-Series Momentum Strategies: Volatility Estimators, Trading Rules, and Pairwise Correlations / Nick Baltas and Robert Kosowski -- Risk and Return of Momentum in Developed Equity Markets / Jose Menchero and Lei Ji -- Momentum across Asset Classes / Dan DiBartolomeo and Bill Zieff -- Momentum in Momentum ETFS / Katharina Schwaiger and Muhammad Massood -- CTA Momentum / Oliver Williams -- Overreaction and Faint Praise - Short-Term Momentum in Contemporary Art / Oliver Williams and Anders Pedersen -- Volatility Managed Momentum / Yang Gao -- Theoretical Analysis of the Fama-French Portfolios / Andrew Grant, Oh Kang Kwon, and Steve Satchell -- Exploiting the Countercyclical Properties of Momentum and other Factor Premia - A Cross-Country Perspective / Stefano Cavaglia, Vadim Moroz and Louis Scott -- Time Series Variation in Factor Premia: The influence of the business cycle / Christopher Polk, Mo Haghbin and Alessio de Longis -- Where Goes Momentum? / Ron Bird, Xiaojun (Kevin) Gao and Danny Yeung -- Time-series momentum in Credit: Machine learning approach / Shivam Ghosh, Steve Satchell and Nandini Srivastava -- Momentum and Business Cycles / Byoung-Kyu Min -- Momentum as a Fundamental Risk Factor / Chris Tinker -- Momentum, Value, and Carry Commodity Factors for Multi-Asset Portfolios / Stefano Cavaglia, Louis Scott, Kenneth Blay and Vincent de Martel.