The mindset that stuck with me was that of the entrepreneurial trader. It got me thinking about who my competitors are and where I have my edge. It made me realize that I need a more sound strategy with well-defined rules that are backed by research. What I found most fascinating, and dogma debunking, were the trend following research papers. I was taught the efficient market theory (and never bought it) and cross sectional momentum, but to read studies that truly call into question the EMT and show the driving factor in cross sectional momentum (time series momentum) was very compelling.
Cross sectional and times series momentum are not the same thing. Time series momentum is trend following.
Also jump in: