Momentum Strategy Concepts and Backtesting in a B3 Course
Summary
This article describes an introductory online course on momentum trading offered through B3’s education platform in partnership with QuantInsti. It presents the course as suitable for learners with basic Python knowledge and says the material covers time-series momentum, absolute and relative momentum, applications across markets, and frameworks for backtesting strategies.
The trading concept is described broadly: momentum approaches seek to identify and follow trends, drawing on market sentiment and volume as well as price behavior. The article does not specify entry or exit rules, datasets, parameter choices, or test results, so it serves mainly as a course outline rather than an actionable strategy analysis. Its claims about practical learning and applicability are not supported with performance evidence. The stated curriculum offers a starting point for studying momentum, but readers would need further material to assess robustness, transaction costs, and risks across different markets.
Key ideas
- Momentum trading seeks to identify and follow market trends.
- The course outline includes time-series, absolute, and relative momentum concepts.
- Backtesting is presented as a way to evaluate and refine strategy ideas.
- The article provides no trading rules or evidence of strategy performance.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.