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Dual Momentum Investing With Mutual Funds
Gary Antonacci’s “Risk Premia Harvesting Through Dual Momentum” paper available on Optimal Momentum first piqued my interest in using absolute and relative momentum to invest in small groups of asset...
View ArticleDual Momentum Investing, Part 2
Last week we explored a simple dual momentum strategy using three portfolios consisting of three mutual funds. The strategy was inspired in part by Gary Antonacci’s ”Risk Premia Harvesting Through...
View ArticleClik here to view.
Dual Momentum Investing With Mutual Funds
Gary Antonacci’s “Risk Premia Harvesting Through Dual Momentum” paper available on Optimal Momentum first piqued my interest in using absolute and relative momentum to invest in small groups of asset...
View ArticleDual Momentum Investing, Part 2
Last week we explored a simple dual momentum strategy using three portfolios consisting of three mutual funds. The strategy was inspired in part by Gary Antonacci’s ”Risk Premia Harvesting Through...
View Article
