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Dual Momentum Investing with Gary Antonacci

Excess Returns

00:00

Fixed Income - Is That a Good Idea?

In reading one of your papers, i found as you d had actually applied momentum to fixed income. That is not something you see done too often. I was wondrig if you cold talk a little bit about how you did that and maybe what types of assets you were evaluating from that perspective. Yes, mome works really well with fixed incomYou just have to a modify your look sel, because bonds tend toa move in a different way than stocks do.

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