finance
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🇬🇧 The HAA strategy revisited
Proposal for improving the simplified HAA strategy Introduction In February 2023, peer Wouter Keller and JW Keuning published a study of an interesting strategy, Dual and Canary Momentum with Rising Yields/Inflation: Hybrid Asset Allocation (HAA), which uses the Treasury Inflation-Protected… Continue reading
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La Stratégie HAA revisitée
Proposition d’amélioration de la stratégie HAA simplifiée. Introduction La pair Wouter Keller et JW Keuning a publié en février 2023 l’étude d’une stratégie intéressante, Dual and Canary Momentum with Rising Yields/Inflation: Hybrid Asset Allocation (HAA), qui utilise les marchés TIPS… Continue reading
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🇬🇧 Simulation of Gary Antonacci’s Dual Momentum Sector Rotation Strategy
Introduction Here’s a backtest of Gary Antonacci’s DMSR (Dual Momentum Sector Rotation) strategy. The author is best known for his GEM (Global Equity Momentum) strategy, which he popularised in 2014, in his book « Dual Momentum Investing: An Innovative Strategy for… Continue reading
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Simulation de la stratégie DMSR de Gary Antonacci
Introduction Je vous propose la backtest de la stratégie DMSR (Dual Momentum Sector Rotation) de Gary Antonacci. L’auteur est plus connu pour sa stratégie GEM (Global Equity Momentum) qu’il a popularisé en 2014, dans son ouvrage “Dual Momentum Investing: An Innovative Strategy for Higher Returns… Continue reading
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