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Momentum Trading Strategies

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Course Features

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Duration

12 hours

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Delivery Method

Online

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Available on

Lifetime Access

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Accessibility

Mobile, Desktop, Laptop

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Language

English

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Subtitles

English

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Level

Intermediate

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Teaching Type

Self Paced

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Video Content

12 hours

Course Description

Time series and cross-sectional momentum strategies can be created for stock, stock indexes, fixed income and commodities futures. You will learn how to quantitatively analyze time series, portfolio risks and returns, and how to design and backtest momentum trading strategies.

  • Describe the main reasons for the consistent and significant returns that momentum trading strategies provide.
  • Backtest and create time series and cross-sectional momentum strategies for stock, stock indexes, fixed income and commodities.
  • Optimize the holding period and lookback.
  • Different performance measures are used to analyze the portfolio's returns and risk.
  • Use Hurst exponent to identify the nature of time-series.
  • Describe the fundamental concepts of futures markets, such as contango and backwardation, term structure, roll returns, and term structure.
  • To maximize volatility decile portfolio, you can use breakout and crossover models.
  • Trade paper, analyze strategies, and then apply them in live markets.

Course Overview

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Personlized Teaching

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Post Course Interactions

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Hands-On Training,Instructor-Moderated Discussions

Skills You Will Gain

Prerequisites/Requirements

And basic knowledge of trading in equities, ETFs and futures markets

If you want to implement the strategies covered, the basic knowledge of "pandas dataframe" and "matplotlib" is required

The concepts covered in this course can be learned without programming knowledge

This course requires a basic understanding of financial markets such as buying and selling of securities

What You Will Learn

Automated Trading with IBridgePy using Interactive Brokers Platform

Day Trading Strategies for Beginners

Momentum Trading Strategies

Quantitative Trading Strategies and Models

Trading Strategies with News and Tweets

Trading with Machine Learning: Classification and SVM

Python For Trading!

Target Students

Anyone who is familiar with financial markets data can enroll in the course

Course Instructors

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QuantInsti

Online Instructor

QuantInsti is a pioneer institute in providing educational and technological courses and tools for Quants, Traders and Developers. The course creators are market practitioners with a combined experie...
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