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"Opportunities and Pitfalls in Momentum Investing" from QuantCon Singapore 2016

QuantCon Singapore 2017, our quantitative trading conference, is right around the corner on September 28th-30th. To give you a preview of this year's conference, we are releasing presentations from QuantCon Singapore 2016.

"Opportunities and Pitfalls in Momentum Investing" by Gary Antonacci, Author of Dual Momentum Investing: An Innovative Approach for Higher Returns with Lower Risk

During this presentation, Gary Antonacci explained the origins and history of momentum investing. He showed why momentum is called “the premier anomaly” and described the way momentum is most commonly used and why this may not be the best approach. He also discussed the hidden risks associated with momentum and other factor based investments.

Using easily understood examples and historical research findings, Gary showed how relative strength momentum can enhance investment returns, while trend-following absolute momentum can dramatically decrease risk exposure.

Gary showed which assets are best to use for momentum investing. Finally, he described the behavioral biases you must deal with and the mind set you need to become a successful momentum investor.

In this presentation you will learn how to:
a)      Spot the best momentum investment opportunities in any market environment.
b)      Protect yourself from bear market risk exposure and behavioral biases.
c)      Construct your own low-cost, rules-based dual momentum portfolio that is simple to understand and easy to maintain.

Gary presented "More Profit with Less Risk Through Dual Momentum" at QuantCon NYC 2016. You can view the video of that presentation here:

Hear from the Experts at QuantCon Singapore 2017 - September 28th-30th

Join us to hear from our keynote speaker Yi Li, Portfolio Manager at GIC’s Systematic Investment Group (SIG), with your fellow quants at QuantCon Singapore. Our 3-day program will be focused on rigorous methodologies and ideas, cutting-edge data and tools, and current industry trends, that can help you improve your own investment strategies.

Other 2017 talks include:

  • "Supply Chain Earnings Diffusion" by Josh Holcroft, Head of Quantitative Research, Asia at UBS Investment Bank
  • "Portfolio Optimization: When You Don’t Know the Future (or the Past)" by Rob Carver, Independent Systematic Futures Trader, Writer and Research Consultant
  • "Real-time Machine Learning Architecture and Sentiment Analysis Applied to Finance" by Juan Cheng, Data Scientist at InfoTrie
  • "Application of ARIMA Modelling to Handle Intraday FX Volatility during Economic Data Release (EDR)" by Alex Siew, Fund Manager in VCB Capital

Tickets are available now. To learn more, visit www.quantcon.sg.

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