Factor Modeling

Published on September 29, 2020

Explore Latest Research Explaining Momentum Trading & Fund Advisory Gmbh, Factor Modeling.

A common technique in quantitative finance is that of ranking stocks by using a combination of fundamental factors and price-based signals. The resulting factors can be used for many purposes, from cross-sectional equity models to performance attribution. In this webinar, Max Margenot, Academia & Data Science Lead at Quantopian, discusses factor models and how they fit into a common quantitative workflow.

About the Speaker: Max Margenot
Max Margenot is Quantopian’s Academia and Data Science Lead. His background is in applied mathematics, statistics, and quantitative finance. He runs the online lecture series at Quantopian and is responsible for workshop curriculums and educational content. In addition to having experimented with algorithmic trading of cryptocurrencies and Bayesian estimation of covariance matrices, Max has published work in theoretical mathematics. He works with top universities including Columbia, U Chicago, and Cornell and holds a MS in Mathematical Finance from Boston University.
Thank you to Interactive Brokers [https://www.interactivebrokers.com/en/home.php] for partnering with us on this webinar!

To learn more about Quantopian, visit http://www.quantopian.com.

Disclaimer
Quantopian provides this presentation to help people write trading algorithms – it is not intended to provide investment advice.

More specifically, the material is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory or other services by Quantopian.

In addition, the content neither constitutes investment advice nor offers any opinion with respect to the suitability of any security or any specific investment. Quantopian makes no guarantees as to accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

Factor Modeling, Momentum Trading & Fund Advisory Gmbh

Momentum Trading & Fund Advisory Gmbh, Factor Modeling.

Momentum trading methods: a newbie’s overview

Momentum trading is a strategy that utilizes the toughness of price motions as a basis for opening positions. Discover what Momentum trading is, exactly how it functions and also 4 prominent momentum-based signs you can use to get started.

What is Momentum Trading?

Momentum trading is the practice of purchasing and also offering properties according to the current toughness of price patterns. It is based upon the suggestion that if there is enough pressure behind a cost step, it will continue to move in the same instructions.

When an asset reaches a higher price, it typically brings in more interest from investors and also investors, which pushes the market price even higher. This proceeds till a a great deal of vendors go into the market– for example, when an unforeseen event causes them to reassess the possession’s price. Once sufficient vendors remain in the market, the Momentum modifications instructions and also will force an asset’s price reduced.

Momentum investors will seek to identify exactly how strong the fad remains in a given instructions, then open up a setting to take advantage of the expected price modification and also shut the setting when the fad begins to shed its toughness. Momentum Trader’s trader doesn’t necessarily try to discover the top and also bottom of a trend, however rather focuses on the main body of the price step. They intend to manipulate market view and also herding– the propensity for investors to adhere to the majority.

Explore New Posts Explaining Momentum Trading & Fund Advisory Gmbh and Financial market news, analysis, trading signals and also Forex broker evaluations.


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