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
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Never Use More Than Two Different Typefaces
11 November, 2011
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Never Use Pop Up Windows
11 October, 2011
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The Medium is the Message
11 September, 2011
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The Age of Turbulence
19 August, 2011
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Alpha Trading
18 August, 2011
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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
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Panic
19 May, 2011
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Learning From Kathryn Kaminski's "In Search of Crisis Alpha"
Crisis alpha delivered by momentum practitioners will be an excellent diversification during tail risk events for traditional portfolios.
01 May, 2011
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