Seasonality Factor
Our first look at calendar influences was in analyzing the best time during the month to execute dual momentum trades.…
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Whither Fragility? Dual Momentum GEM
Corey Hoffstein of Newfound Research recently wrote an article called, “Fragility Case Study: Dual Momentum GEM.” Corey starts out saying…
Extended Backtest of Global Equities Momentum
In 2013, I created my Global Equities Momentum (GEM) model. It holds U.S. or non-U.S. stock indices when stocks are…
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