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Cross Sectional and Time Series Momentum

Posted: 31 May, 2018 Tags: Trading _Strategies
Source: C2018 Available to: Conference Delegates

Much of Bruce's work over the years has been focused on both the cross-sectional and time-series momentum anomalies. In his presentation, Bruce will explain the momentum approach, the techniques and potential pitfalls in momentum investment, and the academic and statistical evidence supporting it. Bruce will also show some of his latest research on momentum, including new ranking metrics, and the application of momentum to ETFs.