A Sensible Approach to Bitcoin
Last year when bitcoin had its fourth drawdown of 80% in the past ten years, I thought It might be…
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Best Ways to Use Momentum
There are many ways to use momentum. Some are better than others. Let us look at some of the best…
Seasonality Factor
Our first look at calendar influences was in analyzing the best time during the month to execute dual momentum trades.…
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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