Generating Alpha via Momentum Investing & Optimization – Trendrating – 9.29.16

Summary:

Now On Demand.

Advisor interest in momentum investing is increasing as macro trend following and passive investing has become more popular. Tracking historical price patterns and utilizing portfolio optimization models can provide advisors with alpha generating strategies. Join us for this in-depth discussion that will cover:

• Understanding momentum investing
• Asset allocation & portfolio construction considerations
• Discover a new system that rates price momentum of entire portfolios to minimize risk and generate better returns

Speaker:

Rocco Pellegrinelli is a successful fintech entrepreneur.

Mr. Pellegrinelli began his career as a portfolio manager in Switzerland where he conducted extensive research in technical analysis, neural networks, pattern recognition, and genetic algorithms, managing a team of quants and engineers.

In 1997 he launched his first venture in fintech – Brainpower, focused on developing decision support systems and portfolio analytics. In 2000 he brought the company public on the Frankfurt Stock Exchange and in 2006 he sold Brainpower to Bloomberg for $50 million.

In the following years he launched Trendrating, with a team of quants, analysts and developers, including the former CTO of Brainpower.

After almost five years of R&D, testing and optimization Mr. Pellegrinelli built a model able to capture price momentum with better accuracy than other commercially available systems.

Trendrating now delivers its web-based momentum analytics platform to over 100 portfolio managers globally and was recently selected as the Preferred Momentum Index partner of FTSE Russell.