Everything You Wanted to Know About Momentum with Quant Insider

Everything You Always Wanted to Know About Momentum (But Were Afraid to Ask)

Why do winners tend to keep on winning?

From chart-topping pop songs to viral trends, success often seems to breed more success. Financial markets display a similar phenomenon through momentum, a strategy that challenges the traditional idea of “buy low, sell high” and instead follows a much bolder principle: buy high, sell higher.

And momentum has demonstrated its resilience. Even during the recent Quant Meltdown, CTAs outperformed, highlighting the continued relevance of trend-following strategies.

But why does momentum work? Is it a glitch in efficient markets, a consequence of human psychology, or simply a mathematical inevitability?

In this webinar, Dr. Nick Firoozye will unpack the mechanics behind momentum and trend-following trading. The session will explore the underlying data, algorithmic drivers, and the often irrational human behaviours that create and sustain market trends and why trend-following can serve as an important source of returns for a diversified algorithmic trader.

Speaker: Dr. Nick Firoozye

Dr. Nick Firoozye has over 20 years of experience in the quantitative finance industry, spanning both buy-side and sell-side firms.

He began his career at Lehman Brothers in MBS/ABS modeling and later held senior roles in Quant Research and Strategy at Goldman Sachs and Deutsche Bank. He has also worked at leading asset managers and hedge funds including Sanford Bernstein, Citadel, and Exodus Point, focusing on quantitative strategies and trading.