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Dual Momentum Investing with Gary Antonacci

Excess Returns

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How to Use Momentum on Multi Asset Strategies?

In your paper, you talked about using this module base approach to address this. You mentioned that you also looked at momentum on industries. Was, did that work at all? Or was it was adjusted, it worked better on industies than tha on industries or uknowhow,. How did, what did you find in terms of how it worked on industries? It works on pretty much everything. That's why it's really important to have as much data as possible and still applyi it to diversify geographic stockases working better than stresars.

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