The conventional toolkit for measuring investment risk was built on a set of assumptions that trend-following strategies violate structurally. The Sharpe Ratio, Standard Deviation, and Sortino Ratio have served as the dominant framework for evaluating geometric return outcomes across the...
We were honored to have Gary Antonacci on this episode with Simon and I. Gary is the mastermind behind the revolutionary dual momentum investment strategy. From Harvard to the heights of hedge funds, Gary shares his journey and unpacks the...
