grzegorz.link
Dual Momentum & Global Growth Cycle Enhanced [Grzegorz Link] #quant
The Dual Momentum approach, formalized in Gary Antonacci's 2012 paper[1] and later popularized in his book,[2] is a surprisingly simple yet potent tactical asset allocation strategy. It builds on the fact that assets experience both absolute [time series] momentum, as well as relative [cross-section] momentum, and utilizes both of these effects in its goal of returning better-than-passive