Gary Antonacci | Dual Momentum Investing | Combining Absolute and Relative Momentum

In this episode, we speak with Gary Antonacci about his Dual Momentum investing approach. We look at both absolute and relative momentum individually, and the pros and cons of the measures that can be used to define them. We then discuss the process of combining them together into a dual momentum strategy. We also cover a wide variety of other momentum investing topics, including using modules to introduce uncorrelated assets into a strategy, whether value and quality can enhance momentum and how momentum works when applied to cryptocurrencies.

We hope you enjoy the discussion.

MORE ABOUT GARY AND DUAL MOMENTUM
https://dualmomentum.net
https://www.optimalmomentum.com/
  / garyantonacci  

ABOUT THE PODCAST

Excess Returns is an investing podcast hosted by Jack Forehand (@practicalquant) and Justin Carbonneau (@jjcarbonneau), partners at Validea. Justin and Jack discuss a wide range of investing topics including factor investing, value investing, momentum investing, multi-factor investing, trend following, market valuation and more with the goal of helping those who watch and listen become better long term investors.

SEE LATEST EPISODES
https://www.validea.com/excess-return...

FIND OUT MORE ABOUT VALIDEA
https://www.validea.com

FOLLOW OUR BLOG
https://blog.validea.com

FIND OUT MORE ABOUT VALIDEA CAPITAL
https://www.valideacapital.com

FOLLOW JACK
Twitter:   / practicalquant  
LinkedIn:   / jack-forehand-8015094  

FOLLOW JUSTIN
Twitter:   / jjcarbonneau  
LinkedIn:   / jcarbonneau