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Research Papers

Research by Gary Antonacci showing dual and absolute momentum with multi-asset portfolios

Risk Premia Harvesting Through Dual Momentum

First place winning paper of the 2012 NAAIM Founders Awards for Advances in Active Investment Management.

DUAL MOMENTUM

Absolute Momentum

A simple rules-based strategy and universal trend-following overlay demonstrating the versatility of absolute momentum.

ABSOLUTE MOMENTUM

These papers illustrate momentum principles and not meant to represent investable portfolios. The portfolios in these papers are sub-optimal. 

See the Performance page of this website for our publicly available investment models.

MOMENTUM

Momentum means persistence in performance. Additional periods of superior performance tend to follow initial periods of superior performance. But it is more than that. Momentum is also a systematic rules-based approach for entering and exiting the markets based on specific, proven criteria.
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