Momentum Based Strategies for Low and High Frequency Trading – [EXCEL MODEL]

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On 3rd December 2015, QuantInsti held a comprehensive webinar session on Momentum Trading Strategies, where Mr. Nitesh Khandelwal, Co-founder, iRage Capital, discussed regarding momentum trading in Low and High frequency trading.

This webinar focused on the various aspects of Momentum Trading Strategies for both Conventional/Low Frequency as well as High Frequency (HFT). Some popular strategies in momentum based trading were also dug deeper into to select niche momentum trading strategies. The webinar aimed to evaluate how HFT momentum strategies differ from conventional momentum strategies both from logic and deployment perspective.

Following points were discussed in detail

  • Popular Momentum Trading Strategies
  • Momentum Trading in HFT
  • Risks in Momentum Trading
  • Sample Model

Now it is your turn!

  • First, download the model
  • Modify the parameters and study the backtesting results
  • Run the model for other historical prices
  • Modify the formula and strategy to add new parameters and indicators! Play with logic! Explore and study!
  • Comment below with your results and suggestions

Download Sample Model of a Momentum Trading Strategy

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