IFTA2020: Momentum Investment using ETFs

An over­view of using momen­tum for invest­ment: how it works, why it works, and the spec­trum of expec­ted returns.  The pre­sen­ta­ti­on will focus on using ETFs to build momen­tum port­fo­li­os, focu­sing on stra­te­gies available to the retail investor.

Bruce Van­stone com­ple­ted his PhD at Bond Uni­ver­si­ty in Com­pu­ta­tio­nal Finan­ce in 2006. He focu­ses on rese­ar­ching and deve­lo­ping acti­ve invest­ment and tra­ding stra­te­gies, both with and wit­hout the use of Arti­fi­ci­al Intel­li­gence tech­ni­ques. He publishes his aca­de­mic work on inves­t­ing and tra­ding in Aus­tra­li­an and Inter­na­tio­nal jour­nals and conferences. 

He curr­ent­ly lec­tures in Com­pu­ta­tio­nal Finan­ce (Algo­rith­mic Tra­ding and Tra­ding Sys­tems Design) and Big Data at Bond Uni­ver­si­ty, and is a con­sul­tant to a num­ber of bou­tique hedge funds. He runs cour­ses on Sys­tems Tra­ding (in con­junc­tion with the ATAA) and works with pri­va­te trad­ers to enhan­ce their per­for­mance and returns. You can read more about Bruce at http://www.vanstonetrading.com/

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