Sentences with phrase «based dual momentum»

DMSR is no longer as attractive as broader - based dual momentum models like GEM.

Not exact matches

Does adding crash protection based on global market breadth enhance the reliability of dual momentum?

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 breBased 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 brebased 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 fundsMomentum», 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 fundsmomentum safe haven based on U.S. Treasuries of different durations as proxied by either constant maturity indexes or exchange - traded funds (ETFs).

The dev explains: «The turn - based combat in Battle Chasers is inspired by the great JRPGs of years past, with three major features: the Dual Mana system; an Active Initiative Bar with random buffs and debuffs; and momentum - shifting super attacks called Battle Surges.»

The 12.3 - inch TFT instrument display is also standard even on base Momentum models, which get LED headlights, 18 - inch alloys, Volvo's active air filtration system, dual - zone climate control and rear parking sensors.

A more robust, index - based test of the dual momentum strategy can be found on Optimal Mmomentum strategy can be found on Optimal MomentumMomentum.

(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 Invmomentum strategies for U.S. - based investors in his recent book Dual Momentum InvMomentum Investing.)

In each case, the dual momentum strategy still out - performs on an absolute and risk - adjusted basis its equally - weighted portfolio and the benchmarks.

The dual momentum model combines relative momentum and absolute momentum based timing.

Market timing results from 1998 to 2018 are based on dual momentum model holding the best performing asset.