PREREQUISITES
To enroll in this course, a basic grasp of financial markets, encompassing activities like buying and selling securities, is necessary. Additionally, familiarity with trading in equities, ETFs, and futures markets is vital. The concepts covered in this course do not require programming knowledge. However, if you intend to implement the strategies discussed, a foundational understanding of “pandas dataframe” and “matplotlib” is mandatory. You can acquire these skills through the complimentary course titled “Python for Trading: Basic,” available on Quantra.
AFTER COMPLETING THIS COURSE, YOU WILL BE ABLE TO:
- Explain the fundamental reasons behind the consistent and significant returns generated by momentum trading strategies.
- Develop and evaluate time series and cross-sectional momentum strategies across various financial instruments, including stocks, stock indices, fixed income securities, and commodities futures.
- Fine-tune parameters like look-back periods and holding durations for optimization.
- Assess portfolio returns and risks using diverse performance metrics.
- Identify time series characteristics utilizing the Hurst exponent.
- Elucidate key concepts in futures markets, such as contango, backwardation, term structure, and roll returns.
- Apply crossover and breakout models to portfolios categorized by volatility deciles.
SYLLABUS
- Introduction to the Course
- Defining Momentum
- Understanding the Existence of Momentum
- Introduction to Python Programming
- Technical Indicators
- Strategies Based on Technical Indicators
- Different Types of Momentum
- Time Series Momentum
- Analysis Using the Hurst Exponent
- Correlation Analysis
- Cross-Sectional Momentum
- Fundamental Momentum
- Criteria for Ranking in Cross-Sectional Portfolios
- Event-Driven Strategies
- Exploring Treasury Markets
- Momentum in Futures Markets
- Cross-Sectional Momentum Strategy in Futures
- Understanding Momentum Crashes
- Risk Management Techniques
- Automating Trading Strategies
- Python Installation Guide
- Summary of the Course
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Course Features
- Lectures 1
- Quizzes 0
- Duration 10 weeks
- Skill level All levels
- Language English
- Students 0
- Assessments Yes
