Momentum Investing A long ‘work-in-progress’ post on Momentum Investing. 06 November, 2018 / 0 Comments
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 / 0 Comments
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 / 0 Comments