Dual Momentum Investing
30 September, 2015
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Learning From Gary Antonacci's "Absolute Momentum: A Simple Rule-Based Strategy and Universal Trend-Following Overlay"
Absolute Momentum asset allocation approach improves risk-adjusted returns and significantly reduces drawdowns.
01 June, 2014
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Learning From Gary Antonacci's "Risk Premia Harvesting Through Dual Momentum"
Both Absolute and Relative Momentum can enhance returns and Absolute Momentum reduces volatility and drawdown more. Combining Absolute and Relative Momentum gives the best risk-adjusted returns.
01 March, 2013
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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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