My book's GEM model is designed as a do - it - yourself approach
using dual momentum focused on stock indices.
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.
As an added bonus, the spreadsheet also has four additional sheets
using a dual momentum strategy with broker specific commission - free ETFs.
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 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).
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.