Risk Premia Harvesting Through Dual Momentum
First place winning paper of the 2012 NAAIM Founders Awards for Advances in Active Investment Management.
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.