You need to be logged in to view this video
Building a Strategy to Monetize the Market Overnight Risk Premium
In this session, Sean Ryan will share his research on how to strategically capitalize on the overnight returns that have driven market performance in the last decade using momentum factors. The presentation will include a breakdown of the research, back tests, and the steps to implement the resulting strategy in your own portfolio.
Historical performance of using momentum factors to forecast overnight returns for ETFs has been astronomical, and based on the research, and it is Sean's opinion that we will continue to see outperformance into the future.