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Showing posts with label
Momentum
.
Show all posts
Showing posts with label
Momentum
.
Show all posts
04 October 2016
Prospecting Dual Momentum With GEM
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Gary Antonacci popularized dual momentum with an effective and simple approach for dynamic asset allocation: Global Equities Momentum (GEM)...
10 July 2015
Holiday Reading
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12 April 2015
Sampling Universes with EAA
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In this post several universes will be sampled using the Elastic Asset Allocation model . The universes under review are: - CXO Advisory...
24 August 2014
Engineering Returns With Multi Asset Universes
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Before the engineering starts: Only four months ago, the pageview counter passed the 100,000 milestone. In all likelihood the 200,000 mark w...
03 May 2014
Harvesting Momentum: Let's Kick Tires With AmiBroker [ Part III - Final ]
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The previous posts in this series covered a basic Tactical Asset Allocation approach with with signals taken from the daily and the weekly ...
23 November 2013
Flexibile Asset Allocation With C(r)ash Protection
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The " Conceptual sketch " posting presented a survey for designing a portfolio that generates stable profits during every type of...
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