Quantra – Momentum Trading Strategies

Momentum Trading Strategies

PREREQUISITES

This course requires a basic understanding of financial markets such as buying and selling of securities. And basic knowledge of trading in equities, ETFs and futures markets.

AFTER THIS COURSE YOU’LL BE ABLE TO

List and explain the fundamental reasons behind the significant and persistent returns from momentum trading strategies

Create and backtest time series and cross sectional momentum strategies on stock, stock indices, fixed income, and commodities futures

Optimise look back and holding period

Analyse portfolio returns and risk using different performance measures

Identify the nature of time series using Hurst exponent

Explain the basic concepts in futures markets such as contango, backwardation, term structure and roll returns

Apply crossover and breakout models to volatility decile portfolio

Author: Quantra

Audience participation is as important to the learning experience as the instructor. I find the participants at QuantInsti’s courses highly motivated and many came prepared with insightful questions. This made for a great experience for all.