Momentum (Part 3 of 3)

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Miscellaneous Material

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Published Version.

Vanstone, B. (2010). Momentum (Part 3 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 3 of a 3‐part series. In this final article, I will summarize the key characteristics of investing using momentum based approaches. I will also discuss some approaches to managing risk in momentum models, and the benefits investors expect when investing with rules‐based funds.