Trend Following with Michael Covel
Bestselling author Michael Covel is the host of Trend Following Radio with 8+ million listens. Investments, economics, decision-making, human behavior & entrepreneurship--all passionately explored. Guests include Nobel Prize winners Robert Aumann, Angus Deaton, Daniel Kahneman, Harry Markowitz & Vernon Smith. Also: James Altucher, Dan Ariely, Jean-Philippe Bouchaud, Kathleen Eisenhardt, Marc Faber, Tim Ferriss, Jason Fried, Gerd Gigerenzer, Larry Hite, Sally Hogshead, Ryan Holiday, Jack Horner, Ewan Kirk, Steven Kotler, Michael Mauboussin, Tucker Max, Barry Ritholtz, Jim Rogers, Jack Schwager, Ed Seykota, Philip Tetlock & Walter Williams. All 800+ eps at www.trendfollowing.com/podcast.

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.

Direct download: 316.mp3
Category:general -- posted at: 10:00pm EDT

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