Title

Momentum (Part 2 of 3)

Date of this Version

1-1-2010

Document Type

Miscellaneous Material

Publication Details

Published Version.

Vanstone, B. (2010). Momentum (Part 2 of 3). Retrieved from http://www.portercapital.com.au/research-and-articles.html

Access the publisher's website.

© Copyright Bruce Vanstone & Porter Capital Management, 2010

Abstract

Extract:

This article is part 2 of a 3‐part series. In this article, I will focus on using simulations to demonstrate the potential risks and rewards of the momentum approach. In the final part of the series, I will discuss the way in which investors can benefit from rule‐based approaches to investment.