Momentum (Part 2 of 3)

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Miscellaneous Material

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Published Version.

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

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© Copyright Bruce Vanstone & Porter Capital Management, 2010



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.