Sentences with phrase «use dual momentum»

As an added bonus, the spreadsheet also has four additional sheets using a dual momentum strategy with broker specific commission - free ETFs.

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.

My book's GEM model is designed as a do - it - yourself approach using dual momentum focused on stock indices.

Not exact matches

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).

He further tests a specific strategy that is long the S&P 500 Index (or SPY if using ETFs) when above its 10 - month SMA (SMA10) and in either the dual momentum safe haven portfolio or in a fixed duration (1 - year or 20 + years) when below its SMA10.

But no matter the drivetrain, performance has been improved using a Borla dual side - exit exhaust system, and aFE Momentum GT Stage 2 cold air intake, and a Bully Dog GT Platinum gas tuner.

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 Momentum» paper available on Optimal Momentum first piqued my interest in using absolute and relative momentum to invest in small groups of asset Momentum first piqued my interest in using absolute and relative momentum to invest in small groups of asset momentum to invest in small groups of asset classes.

Hewill show how both forms of momentum can be used effectively as dual momentum.Finally, Gary will describe the behavioral biases you must deal with and the mind set youneed to become a successful investor

The dual momentum model uses relative momentum to select the best performing model assets and incorporates absolute momentum as a filter to invest in cash if the excess return of the selected asset over cash is negative.