Momentum trading is one of the first things that many people think of when approaching quantitative finance. The idea is that investors will prefer to buy stocks that have been performing well, driving prices still higher, and will shy away from stocks with recent price drops, leading to less demand and further price decay. It is an intuitive way of modeling asset prices, and works in some cases.
Join us today at 12pm ET, we will discuss how to determine if a momentum model is appropriate for a given case, and ways to use that model to execute trades.
If you would like to attend, please RSVP here.
This talk is part of Quantopian’s Lecture Series. All lecture materials can be found at: www.quantopian.com/lectures.
Speaker Details
Delaney Granizo-Mackenzie is an engineer at Quantopian who focuses on how Quantopian can be used as a teaching tool. After studying computer science at Princeton, Delaney joined Quantopian in 2014. Since then he has led successful course integrations at MIT Sloan and Stanford, and is working with over 20 courses for this fall.