Dual momentum investing pdf12/29/2022 ![]() ![]() The book explains in detail the difference between the two types of momentum-based investing: I get a number of reader requests for writing ideas on this site, but by far the most requested topic has been for my take on this book and the strategy Antonacci lays out. Dual Momentum, a book by Gary Antonacci, looks to minimize these problems. ![]() It’s also a fairly counter-intuitive approach to get comfortable with. The past numbers are impressive, but there are some drawbacks, including high turnover, tax inefficiency, large drawdowns and high costs associated with momentum strategies. In my previous post I took a look at why the momentum factor has worked historically in the markets. My Thoughts on Gary Antonacci’s Dual Momentum ![]()
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