Risk Premia Harvesting Through Dual Momentum
First place winning paper of the 2012 NAAIM Founders Awards for Advances in Active Investment Management.
Absolute Momentum
A simple rules-based strategy and universal trend-following overlay demonstrating 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.
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