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…
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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…
Dual, Relative & Absolute Momentum
Years ago when I first started studying momentum, two things stood out to me. The first was that most momentum…
