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.
A Simple Rule-Based Strategy and Universal Trend-Following Overlay that demonstrates the versatility of 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.