[WEBINAR] A deep dive into Rivkin Global's US Momentum Strategy

Watch the recording of this one-hour presentation covering everything you need to know about Rivkin Global's US Momentum Strategy. More specifically, Global Investment Director Oliver Gordon covers:

  1. What is momentum and the theory behind a relative momentum strategy; 
  2. How to measure a stock’s momentum; 
  3. Proof of concept model and importance of using historical constituent data; 
  4. Can using dual lookback periods be superior to just one; 
  5. Why we use an index filter and how it works; 
  6. The choice of monthly for the rebalancing period; 
  7. Performance overview, comparison to the S&P500 and rolling returns; 
  8. Out of sample testing; 
  9. What we can learn from the trade distribution profile. 
  10. Look at why stops and targets are not used using the maximum adverse excursion (MAE) and maximum favourable excursion (MFE) data. 
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