Momentum is an under-rated means of beating the market and has worked since the 19th century. This is how you can set up your momentum portfolio.
Trading and Investing Strategies : (1) What you will learn (2) Who will benefit (3) Program Structure (4) Syllabus
Besides price and fundamental data, there is a treasure trove of quantitative information about investor psychology that can be used for trading. We cover this in Course & Anticourse.