We have a blog post called «
Dual Momentum for Non-U.S. Investors» that discusses this in detail.
Not exact matches
For more on
momentum investing, please see our FAQ page, the rest of this website, and our Dual Moment
momentum investing, please see our FAQ page, the rest of this website, and our
Dual MomentumMomentum blog.
In their April 2016 paper entitled «Protective Asset Allocation (PAA): A Simple
Momentum - Based Alternative for Term Deposits», Wouter Keller and Jan Willem Keuning examine a multi-class, dual - momentum portfolio allocation strategy with crash protection based on multi-market
Momentum - Based Alternative
for Term Deposits», Wouter Keller and Jan Willem Keuning examine a multi-class,
dual -
momentum portfolio allocation strategy with crash protection based on multi-market
momentum portfolio allocation strategy with crash protection based on multi-market breadth.
In his February 2015 paper entitled «The Search
for Crisis Alpha: Weathering the Storm Using Relative
Momentum», Nathan Faber tests a dual momentum safe haven based on U.S. Treasuries of different durations as proxied by either constant maturity indexes or exchange - traded funds
Momentum», Nathan Faber tests a
dual momentum safe haven based on U.S. Treasuries of different durations as proxied by either constant maturity indexes or exchange - traded funds
momentum safe haven based on U.S. Treasuries of different durations as proxied by either constant maturity indexes or exchange - traded funds (ETFs).
They knew no one had more expertise and ability with the
dual dry clutch transmission (and you do need timing skills to shift to preserve
momentum and because things happen so fast), the carbon fibre tub, turbo charging (F1 and WRC technology), sheet molded composites
for the body and suspension geometry.
(
For more on this, check out Gary Antonacci's study of monthly momentum strategies for U.S. - based investors in his recent book Dual Momentum Investin
For more on this, check out Gary Antonacci's study of monthly
momentum strategies for U.S. - based investors in his recent book Dual Momentum Inv
momentum strategies
for U.S. - based investors in his recent book Dual Momentum Investin
for U.S. - based investors in his recent book
Dual Momentum Inv
Momentum Investing.)
As an added bonus, the spreadsheet also has four additional sheets using a
dual momentum strategy with broker specific commission - free ETFs
for TD Ameritrade, Charles Schwab, Fidelity, and Vanguard.
However, I have been reading «
Dual Momentum Investing: An Innovative Strategy
for Higher Returns with Lower Risk» by Gary Antonaccy and his
Dual Momentum Strategy does not have any of the negatives you just mentioned.
I developed
dual momentum specifically
for my personal investing.
For more on
momentum investing, please see our FAQ page, the rest of this website, and our Dual Moment
momentum investing, please see our FAQ page, the rest of this website, and our
Dual MomentumMomentum blog.
My
Dual ETF
Momentum spreadsheet is available here and the objective is to track four pairs of ETFs and provide an «Invested» signal for the ETF in each pair with the highest relative m
Momentum spreadsheet is available here and the objective is to track four pairs of ETFs and provide an «Invested» signal
for the ETF in each pair with the highest relative
momentummomentum.
Antonacci's book,
Dual Momentum Investing: An Innovative Strategy
for Higher Returns with Lower Risk, also details
Dual Momentum as a total portfolio strategy.
Did some quick analysis; I think a lot of the 2013 underperformance
for the Ivy10 and
Dual ETF
Momentum strategies can be explained by rebalance timing misfortune.
A nice review
for Gary Antonacci's
Dual Momentum Investing: An Innovative Strategy
for Higher Returns with Lower Risk.
Antonacci is author of the award - winning book, «
Dual Momentum Investing: An Innovative Strategy
for Higher Returns with Lower Risk» (McGraw - Hill, 2014).