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Podcast: The Meb Faber Show - Better Investing
Episode: Gary Antonacci - “You Get a Synergy That Happens When You Use (Dual Momentum)" | #45
Description: In Episode 45, we welcome one of the most often-requested guests for our podcast, Gary Antonacci.After a few minutes on Gary’s background, the guys dive into Gary’s “Dual Momentum” research. To make sure everyone is on the same page, Meb asks for definitions before theory. “Relative momentum” compares one asset to another. “Absolute momentum” compares performance to its own track record over time, also called time-series momentum. Gary uses a 12-month lookback, and compares his results to the S&P and other global markets. In essence, you’re combining these two types of momentum for outperformance.