Quantra – Momentum Trading Strategies

Quantra – Momentum Trading Strategies

Create time series and cross sectional momentum strategies on stock, stock indices, fixed income, and commodities futures. Learn to quantitatively analyze time series, portfolio returns and risks, and design and backtest momentum trading systems.

  • List and explain the fundamental reasons behind the significant and persistent returns from momentum trading strategies.
  • Create and backtest the time series and cross-sectional momentum strategies on stock, stock indices, fixed income, commodities, and futures markets.
  • Optimise the lookback and holding period.
  • Analyse the portfolio returns and risks, 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.
  • Paper trade and analyze the strategies and apply them in live markets through
  • Blueshift without any installations or downloads.

What You’ll Learn In Momentum Trading Strategies?

  • Introduction to the Course
  • What is Momentum?
  • Why Does Momentum Exist?
  • Introduction to Python
  • Financial Market Data and Visualisation
  • Technical Indicators
  • Technical Indicator Strategy
  • Live Trading on Blueshift
  • Live Trading Template
  • Types of Momentum
  • Time Series Momentum
  • Hurst Exponent
  • Correlation Analysis
  • Cross Sectional Momentum
  • Fundamental Momentum
  • Event Driven Strategy
  • Ranking Factors for Cross Sectional Portfolio
  • Treasury Markets
  • Momentum in Futures
  • Cross Sectional Momentum Strategy in Futures
  • Momentum Crashes
  • Automate Trading Strategies
  • Risk Management
  • Run Codes Locally on Your Machine
  • Course Summary

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Quantra – Momentum Trading Strategies

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