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Dual Momentum Investing with Gary Antonacci
Manage episode 322183873 series 2581243
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.
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-returns-podcast
FIND OUT MORE ABOUT VALIDEA
FOLLOW OUR BLOG
FIND OUT MORE ABOUT VALIDEA CAPITAL
https://www.valideacapital.com
FOLLOW JACK
Twitter: https://twitter.com/practicalquant
LinkedIn: https://www.linkedin.com/in/jack-forehand-8015094
FOLLOW JUSTIN
Twitter: https://twitter.com/jjcarbonneau
LinkedIn: https://www.linkedin.com/in/jcarbonneau
269 bölüm
Manage episode 322183873 series 2581243
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.
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-returns-podcast
FIND OUT MORE ABOUT VALIDEA
FOLLOW OUR BLOG
FIND OUT MORE ABOUT VALIDEA CAPITAL
https://www.valideacapital.com
FOLLOW JACK
Twitter: https://twitter.com/practicalquant
LinkedIn: https://www.linkedin.com/in/jack-forehand-8015094
FOLLOW JUSTIN
Twitter: https://twitter.com/jjcarbonneau
LinkedIn: https://www.linkedin.com/in/jcarbonneau
269 bölüm
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