![]() ![]() Gary clarified that the actual method he himself uses is detailed on page 98 of the printed book (2015 edition), and differs slightly from the flowchart depicted on page 101.īasically, the first step is to determine absolute momentum by comparing the 12 month return of the SP500 (since the U.S. Gary himself had graciously responded within a few hours. I posted some questions about various details I had to the book's website at, and was pleasantly surprised that Dr. Gary Antonacci, I came across the "Quantopian QuantCon 2016" post by Lotanna Ezenwa - that offered a great starting point for my own research and backtesting of the strategy (nice work, Lotanna!). Gary AntonacciĪfter reading "Dual Momentum Investing" by Dr. ![]()
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