![]() Dual momentum combines both relative momentum (cross-sectional comparison against other assets’ performance) and absolute momentum (time series comparison against the asset’s own historical performance. Fama/French (2008) also famously stated that “Momentum is “the center stage anomaly of recent years…an anomaly that is above suspicion…the premier market anomaly.” Dual Momentumĭual momentum is a trading strategy that was originally expounded by Gary Antonacci in his original book. Momentum has been studied extensively by both practitioners and academics alike over the past years and the general consensus is that it is both pervasive across asset classes and time periods. ![]() Momentum stock trading strategies are premised on the historical observation that an asset’s performance tends to persist into the future.
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