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!

---

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.

To start? I’d like to give you a great piece of advice you can use in your life and trading journey… cut your losses! You will find much more about that philosophy here: https://www.trendfollowing.com/trend/

You can watch a free video here: https://www.trendfollowing.com/video/

Can’t get enough of this episode? You can choose from my thousand plus episodes here: https://www.trendfollowing.com/podcast

My social media platforms:
Twitter: @covel
Facebook: @trendfollowing
LinkedIn: @covel
Instagram: @mikecovel

Hope you enjoy my never-ending podcast conversation!