Sentences with phrase «by dual momentum»

Not exact matches

Our dual momentum models, which are most of the time in stock indices, do better by rebalancing on the first or second trading day of the month.

In their July 2017 paper entitled «Breadth Momentum and Vigilant Asset Allocation (VAA): Winning More by Losing Less», Wouter Keller and Jan Keuning introduce VAA as a dual momentum asset class strategy aiming at returns above 10 % with drawdowns less than -20Momentum and Vigilant Asset Allocation (VAA): Winning More by Losing Less», Wouter Keller and Jan Keuning introduce VAA as a dual momentum asset class strategy aiming at returns above 10 % with drawdowns less than -20momentum asset class strategy aiming at returns above 10 % with drawdowns less than -20 % deep.

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).

Building on the momentum generated by the Commission's recent campaign to promote sexual harassment protections in the workplace, the event had a dual purpose.

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 dual - clutch automatic upshifts without losing momentum, which is supercool, but suffers occasional delays and hiccups caused by a conflict between the need to preselect the next gear and the inability of the black box to predict the unpredictable, such as an aborted passing maneuver.

The strategy was inspired in part by Gary Antonacci's» Risk Premia Harvesting Through Dual Momentum» paper available on Optimal Momentum.

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.

The Dual ETF Momentum strategy was launched in 2013 and was inspired by Optimal Momentum.

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.

With the Honor 6X, Huawei is looking to build on that momentum by adding a dual camera at the back, and tweaking the overall design of the phone.