Delve Deep into the World of Advanced Momentum Trading
Advances in Momentum Trading Strategies is a comprehensive and in-depth course designed for graduate-level students and seasoned professionals. This course offers a unique blend of theory, practical application, and cutting-edge research, enabling participants to master the intricacies of momentum trading across various market conditions.
What you’ll learn
- Master Momentum Profits: Explore a century of profitable trend-following strategies and their evolution..
- Unlock Momentum Turning Points: Learn to detect and profit from key market changes..
- Exploit different volatility regimes, to dynamically swap between fast and slow parameters, to increase profits and improve the sharpe ratio..
- Smart Position Sizing: Use Volatility Targeting to enhance Sharpe Ratio and returns across assets..
- Deep Momentum Strategies: Discover advanced time-series tactics using deep learning..
- Rank with Precision: Apply Learning to Rank algorithms for superior cross-sectional momentum strategies..
- Forecast with Insight: Integrate crucial features into ML models for more accurate market predictions..
Course Content
- Useful Resources –> 2 lectures • 4min.
- A Century of Evidence on Trend-Following Investing –> 8 lectures • 28min.
- Momentum Turning Points –> 12 lectures • 44min.
- Trending Fast and Slow –> 12 lectures • 45min.
- Position Sizing: Volatility Targeting –> 11 lectures • 47min.
- Introduction to Deep Momentum Networks (Time Series Momentum Strategies) –> 9 lectures • 21min.
- Advanced Deep Momentum Networks with Change Point Detection –> 9 lectures • 44min.
- Cross-Sectional Momentum Strategies with Learning to Rank –> 13 lectures • 34min.
- Market Conditions that Favor Strategies –> 10 lectures • 41min.
- Enhancing Cross-Sectional Strategies by Context-Aware LTR with Self-Attention –> 10 lectures • 41min.
Requirements
Advances in Momentum Trading Strategies is a comprehensive and in-depth course designed for graduate-level students and seasoned professionals. This course offers a unique blend of theory, practical application, and cutting-edge research, enabling participants to master the intricacies of momentum trading across various market conditions.
Course Sections:
- A Century of Evidence on Trend-Following Investing: Explore the historical performance and methodology of trend-following strategies over a century, including during crises and different economic environments.
- Momentum Turning Points: Unravel the concept of turning points in momentum trading. Learn about dynamic versus static strategies, and the impact of noise and persistence on signal quality.
- Trending Fast and Slow: Delve into the theory and application of varying speed (window periods) in trend analysis. Discover the role of risk management and the statistics of S&P 500 in momentum strategies.
- Position Sizing: Volatility Targeting: Understand the impact of volatility targeting on position sizing across asset classes, and why this approach is effective.
- Deep Momentum Networks (Time Series Momentum Strategies): Learn about enhancing time-series momentum strategies using deep neural networks, including the construction of trading signals and performance evaluation.
- Advanced Deep Momentum Networks with Change Point Detection: Explore the integration of change point detection in deep momentum networks, examining methodology and results.
- Cross-Sectional Momentum Strategies with Learning to Rank: Gain insights into building cross-sectional systematic strategies using Learning to Rank (LTR), including Python library implementation for LambdaMart.
- Market Conditions that Favor Strategies: Analyze various investment strategies like carry, momentum, and value in different market conditions. Learn about signal and portfolio construction.
- Enhancing Cross-Sectional Strategies by Context-Aware LTR with Self-Attention: Understand how to enhance ranking in cross-sectional momentum strategies using context-aware models and transformer architecture.
Why This Course?
Whether you’re a graduate student specializing in financial engineering, machine learning, applied mathematics, or a professional quant trader or analyst, this course will elevate your understanding and application of momentum trading strategies. It’s not just a course; it’s an investment in your future in the dynamic world of trading.