69 min listen
Ep. 316: Gary Antonacci Interview with Michael Covel on Trend Following Radio
Ep. 316: Gary Antonacci Interview with Michael Covel on Trend Following Radio
ratings:
Length:
33 minutes
Released:
Feb 6, 2015
Format:
Podcast episode
Description
Michael Covel interviews Gary Antonacci on today’s podcast. 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. His new book is called Dual Momentum Investing. Today, Antonacci makes the case for this strategy. Covel and Antonacci 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). For more information on Gary Antonacci, visit optimalmomentum.com. Want a free trend following DVD? Go to trendfollowing.com/win.
Released:
Feb 6, 2015
Format:
Podcast episode
Titles in the series (100)
Ep. 5: Nick Radge Interview with Michael Covel on Trend Following Radio: Michael talks to Nick Radge (www.thechartist.com.au) author of the new book, "Unholy Grails". Nick has been trading and investing since 1985. During this time Nick has worked for numerous international investment banks and spent time on the trading... by Michael Covel's Trend Following