My guest today is Gary Antonacci. Antonacci focuses on two issues in the quant world: relative strength price momentum with trend following absolute momentum. He's developed a strategy where he believes it's best to combine both.
The topic is his book Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk.
In this episode of Trend Following Radio we discuss:
- Momentum vs. trend
- Relative strength momentum, cross sectional momentum, absolute momentum, and time series momentum
- Trend following vs. managed futures as terms
- Antonacci's early history and how he found his way into the career he has today
- Three legendary traders that crossed paths with Antonacci early on
- The efficient market hypothesis as a less-than-solid foundation
- Buying higher highs
- Ray Dalio and risk parity strategies
- Academic perspectives on momentum
- The interaction and correlation between the two momentum strategies (relative and absolute)
Jump in!
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I'm MICHAEL COVEL, the host of TREND FOLLOWING RADIO, and I'm proud to have delivered 10+ million podcast listens since 2012. Investments, economics, psychology, politics, decision-making, human behavior, entrepreneurship and trend following are all passionately explored and debated on my show.
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