Twiggs Momentum – Research Results

I would like to share with you our progress at Porter Capital in developing new investment strategies. Quarterly Performance Firstly, Porter Capital’s ASX200 Prime Momentum strategy achieved a 38.43% gain for the 12 months ended 31st October 2013, out-stripping...

Identifying Market Risk

Further to the recent announcement regarding my equity acquisition in Porter Capital Management, I would like to share with you some of the progress we have made in developing new investment strategies. Current Performance Firstly, the existing ASX200 Prime Momentum...

Momentum: The Premier Unexplained Anomaly

Introduction The purpose of this 3-part series of articles is to provide information about the potential benefits of momentum investing. In this series, I will try and explain what momentum is, the potential returns available to momentum investors, and the way that...

Momentum Part 2

Introduction This article is part 2 in a 3-part series. In this article, I will focus on using simulations to demonstrate the potential risks and rewards of the momentum approach. In the final part of the series, I will discuss the way in which investors can benefit...

Momentum Part 3

Introduction This article is part 3 in 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...

Stop Losses: Help or Hinderance?

Introduction This article is part 1 in a 3 part-series on stops.  Many traders and investors place Stop Loss orders as part of their day-to-day investment activity.  Virtually all trading books recommend the use of stops, with many making statements like ‘Trading...