Learning From Gary Antonacci's "Optimal Momentum: A Global Cross Asset Approach" Relative momentum can be used for adaptive asset allocation for better risk-adjusted returns. 01 December, 2011 / 0 Comments
Learning From Quest Partners' "Know Your Skew" Momentum strategies, with frequent small gains and losses and occasional large gains, are inherently positively skewed. 01 August, 2011 / 0 Comments