Home»Seminars & Webinars»Seminar Detail View

Why Momentum Works

Date & Time
Wed, October 3
5:30 PM - 7:30 PM
Location
Hotel Schweizerhof Zürich
Bahnhofplatz 7
8001 - Zürich
Switzerland
Language & Category
English
Workshop
Cost
Free

Equity markets exhibit significant return dispersion in all phases and Trendrating's assertion is that this cross-sectional dispersion in returns makes a compelling case in support of active management as the opportunity to outperform underlying benchmarks is real. Trend analysis lends crucial information to an investment process as it offers a robust framework for caputuring the momentum anomaly with greater accuracy. Strongly trending securities continue to perform strongly which is why the bulk of the market return is generally concentrated within circa 20% of the securities, and investment processes that leverage trend analysis into their stock selection & portfolio construction frameworks, have a greater opportunity to outperform the market and their peers. The challenge for investment professionals is to be able to consistently identify the groups of securities on an ex-ante basis that most likely to display outperformance & underperformance, and thereby focus their selection to these two groups for their long portfolios and short portfolios respectively.

 

In this seminar, Arun will explain Trendrating's unique Trend Capture Model and the simple mechanism by which it can be intergrated into an investment process in order to materially improve performance.

 

As always, at the end of the presentation we will refresh you with an Apéro.

Speaker

Soni Arun

Arun has over 11 years of experience in positioning financial data and software solutions in the EMEA Asset Management space for firms such as Northfield, S&P, Axioma, and Barra. He has supported and sold solutions ranging from risk management tools to quantitative research platforms for asset classes spanning equity, fixed income, and multi-asset class. Prior to his sales incarnation, Arun followed an entrepreneurial path by co-founding a technology venture in outsourced development services and Arun's career began in investment research with roles in quantitative equity research at Morgan Stanley (UK) Ltd. in London and at Commerzbank Asset Management in Frankfurt. His primary expertise is in the construction of stock selection models and in systematic portfolio construction methods that include portfolio optimization. Arun holds a Master of Science in Finance and a Bachelor of Science in Accounting.

 

At present he is the Global Head of Strategy for Trendrating SA, where he publishes white papers on the applied research that he conducts using the Trendrating model, and also works closely with Trendrating's client facing teams in interfacing with current clients and prospects. His background equity research coupled with grounding in risk management and portfolio construction methods, ideally places him in the realm of constructing stock selection signals.

The information contained in the educational sessions constitutes mere generic information material and commentary only and it is not meant to represent or contain any tax, financial or investment advice and shall not be considered as any sort of solicitation, offer, incentive or advisory to buy or sell any securities or related financial instruments, to participate in any particular trading strategy in any jurisdiction or in pursuing investments of any kind. The educational sessions and the information provided have been prepared without taking account of the objectives, financial situation or needs of any particular participants. The information contained in the educational sessions is not the result of independent financial research.

CornèrTrader makes no express or implied representations or warranties (including any warranties of merchantability or fitness for a particular purpose or use) about the accuracy, completeness or suitability of any information provided in the educational sessions and related materials.

In case of a Webinar session, information regarding the participant himself/herself, included personal details, will be accessible, recorded and shared with the Webinars Provider and/or other third parties involved in the provision of the Webinars as well as with the other participants to the Webinars. Therefore during the sessions participants shall apply appropriate prudence when directly disclosing their personal data (i.e. personally identifiable information or personally sensitive data). CornèrTrader recommends to use nicknames when entering the Webinar room and avoid any personal data references, particularly through the chat tool. For the full disclaimer.