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EVENT DETAILS |
More than three trillion dollars of money are invested in hedge funds and CTAs that trade momentum strategies.
In this webinar, we will take you on a journey in time.
We will start with how, based on our own short-sighted knowledge of machine learning, it was very difficult for us to wrap our heads around momentum strategies at first; how it all made sense after we looked deeper into the data.
It took many endless lines of code, numerous backtests on 20+ years of data and a couple of years of research for us to learn how to trade momentum as a successful trading strategy. We will talk about how to learn momentum strategies from data and how a tiny little aspect of algorithmic execution is key to making money from trend-following.
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