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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