Momentum Investing
A long ‘work-in-progress’ post on Momentum Investing.
06 November, 2018
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Wisdom From Jason Zweig – Fat Tails, Thin Ice
22 June, 2015
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Learning From Gary Antonacci's "Absolute Momentum: A Simple Rule-Based Strategy and Universal Trend-Following Overlay"
Absolute Momentum asset allocation approach improves risk-adjusted returns and significantly reduces drawdowns.
01 June, 2014
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Learning From Mebane Faber's "A Quantitative Approach to Tactical Asset Allocation"
Quantitative market timing utilising a 10-month moving average approach reduces portfolio risk significantly.
01 April, 2013
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