Accelerating Dual Momentum
Dual Momentumが苦戦(S&P 500にボロ負け)したリーマンショック以降でも,Accelerating Dual MomentumはS&P 500に迫るパフォーマンスでした。 新興國株というとボラリティが大きなイメージですが,モメンタムを利用した戦略に採用するのに問題はなさそうですね。
A Not-So-Successful Tactical Asset Allocation Experiment | Seeking Alpha
Accelerating Dual Momentumの運用方法
先日の検証でAccelerating Dual Momentum(加速デュアルモメンタム)の採用を決めましたので運用方法について書き留めておこうと思います。 どうでもよいのですが毎回「Accelerating Dual Momentum」「加速デュアルモメンタム」と書くと長いので,Refinements to Hedgefundie's excellent approach - Page 2 - Bogleheads.org
Dual Momentum Investing
 · As the chart above depicts, employing a dual momentum strategy keeps the portfolio out of the 2008-2009 drawdown (by shifting to TLT when IOTO and EFA both perform lower than the hurdle rate TLT). Then again shifts to IOTO or EFA when …
A Global Funds Portfolio Performed Well (So Far) During The Coronavirus Bear Market | Seeking Alpha

W.G. Paseman http://paseman.com/Analyst/AAII-SV-CIMI/

 · PDF 檔案 · Agenda Introduction (to Duel Dual Momentum) Calculation (of DM à la Portfolio Visualizer) – Tuomo Lampinen of Silicon Cloud Technologies, LLC Motivation (of this Research: ‘Timing’) Introduction: Warren Buffet Buffet’s Protégé Partner Bet – Passive Vanguard S&P 500 * beats Active
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GEM Dual Momentum
How to Invest in the GEM Dual Momentum Portfolio M1 Finance is the recommended platform to invest in this portfolio. Find out why. OPEN ACCOUNT GEM Dual Momentum Rolling Returns Low Average High 1-Year-17.6% 15.8% 102.1% 3-Year-3.7% 15.5%
Low Risk Vanguard Retirement Portfolio | Seeking Alpha

TMF: PV and Dual Momentum / Mechanical Investing

Subject: PV and Dual Momentum Date: 5/16/2018 7:11 PM Post New | Post Reply | Reply Later | Create Poll Report Post | Recommend it! No. of Recommendations: 13 Came across this article that’s an interesting read on “improving” dual momentum.
Refinements to Hedgefundie's excellent approach - Bogleheads.org
Seasonality Factor
 · The absolute momentum part of dual momentum has done a better job capturing the market’s upside while giving downside protection during bear markets. Seasonal Sector Rotation Doeswijk (2005) also showed one could use seasonality to shift between defensive market sectors in the summer and cyclical market sectors in the winter.
Low Risk Vanguard Retirement Portfolio | Seeking Alpha

TAA portfolios: Antonacci’s Composite Dual …

 · Note: thanks to those who signed up to Allocate Smartly through my link.. It’s provided a nice extra revenue stream that is much appreciated. One of the TAA strategies that I have often been asked about is Antonacci’s Composite Dual Momentum (ACDM from now
Iterative Design Workflow for Communication Systems - MATLAB & Simulink

SCOTT\’S INVESTMENTS

Antonacci’s book, Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk, also details Dual Momentum as a total portfolio strategy. My Dual ETF Momentum spreadsheet is available here and the objective is to track four pairs of ETFs and provide an “Invested” signal for the ETF in each pair with the highest relative momentum.
Iterative Design Workflow for Communication Systems - MATLAB & Simulink
Momentum Portfolio November Update
 · A free option for backtesting these strategies is available at Portfolio Visualizer. The conservative momentum system has turnover in one position this month. VTI, a holding since 6/29/18, was sold for a capital loss of 0.21%.
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A Deeper Look At Momentum Strategies
 · Momentum is a relatively short-term and fairly high-turnover strategy, since you’re typically trading most of the portfolio at least once a and Antonacci’s concept of dual momentum adjusts for
A Not-So-Successful Tactical Asset Allocation Experiment | Seeking Alpha
検証,文字制限のあるTwitterでは「ADM」と記載しています。
International ETFs - Investing In Germany. Japan. China. India. Brazil And Russia | Seeking Alpha
Fragility Case Study: Dual Momentum GEM
We explore this idea with a case study, using the popular Dual Momentum GEM strategy and a variety of lookback horizons for portfolio formation. We demonstrate that the year-to-year performance difference can span hundreds, if not thousands, of basis points between the implementations.
Portfolio Management and Disruptive Innovation - Almojuela 2006
Momentum Portfolio July Update
 · The portfolio and rankings are posted on the same spreadsheet as the Conservative Momentum strategy. A free option for backtesting these strategies is available at Portfolio Visualizer . The conservative momentum system has turnover in one position this month.
International ETFs - Investing In Germany. Japan. China. India. Brazil And Russia | Seeking Alpha

Traditional Dual Momentum Signal: December 2019 – …

Dual Momentum was created and publicly shared by Gary Antonacci, a Canadian asset manager who has worked in the U.S.A. with several of the industry’s biggest names. His book and website are great resources for those interested in implementing Dual Momentum in their own portfolio.
International ETFs - Investing In Germany. Japan. China. India. Brazil And Russia | Seeking Alpha
dual momentum portfolio visualizer
Oct 8, 2019 – asset allocation calculator excel #surfing #adventure
International ETFs - Investing In Germany. Japan. China. India. Brazil And Russia | Seeking Alpha
60/40
Portfolio update – Mar 2016 Snapshot 2016 年 02 月 29 日 Commission-free ETF for GTAA portfolio 2016 年 02 月 25 日 年化報酬率試算–出租套房投資報酬 2016 年 02 月 23 日 年化報酬率試算–購屋 2016 年 02 月 23 日 『綠角的基金8堂課–獲利贏過經理人』重點
International ETFs - Investing In Germany. Japan. China. India. Brazil And Russia | Seeking Alpha
二月
Portfolio update – Mar 2016 Snapshot 2016 年 02 月 29 日 Commission-free ETF for GTAA portfolio 2016 年 02 月 25 日 年化報酬率試算–出租套房投資報酬 2016 年 02 月 23 日 年化報酬率試算–購屋 2016 年 02 月 23 日 『綠角的基金8堂課–獲利贏過經理人