Researcher, investment model developer, public speaker, tweets and retweets not investment advice, author of Dual Momentum Investing https://nitter.cf/t.co/MCbvHLosWp
California
Joined August 2008
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Check out our proprietary dual momentum models optimalmomentum.com/propriet…
Gary Antonacci retweeted
We are proud to open the Concretum Interview Series with @GaryAntonacci.
As many quants will know, Gary is the author of Dual Momentum Investing, a book that has influenced how a generation of practitioners think about momentum.
What began as a simple exchange of ideas has become a collaboration with Concretum, leading (among other things) to our award-winning paper A Century of Profitable Industry Trends.
In this conversation, we retrace Gary’s journey from Wall Street in 1974, through his years allocating capital to traders such as Paul Tudor Jones, Richard Dennis, and Jim Simons, to the way he designs his proprietary trading models today.
We also reflect on what it means to remain intellectually curious... and on why he has never been afraid to question the very ideas that made him so well known.
You can read or listen to the full interview by using the link in the first comment.
Gary Antonacci retweeted
In our new article, we share the Python code to backtest a 100-year trend-following strategy across U.S. sectors.
This piece is inspired by our paper, A Century of Profitable Industry Trends, co-authored with @GaryAntonacci and recipient of the 2025 @CMTAssociation Charles H. Dow Award.
We’re sharing the full backtest code, together with 100 years of historical data.
You can run it directly online and change the parameters as you like. You will quickly discover that the parameter choices used in the paper were far from optimal.
Read the article, build your own version, and share your results!
Full article in the first comment 👇
60% OFF Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk audiobooks.com/promotions/pr…
Gary Antonacci retweeted
It was a great honor to be interviewed by Tyler Wood, CEO of the CMT Association.
During the conversation, @GaryAntonacci and I discussed several of the key ideas behind our paper “A Century of Profitable Industry Trends”, which received the 2025 Dow Award for Best Paper of the Year.
We will most likely present this research in Boston this May at the annual CMT Symposium.
🎥 You can watch the full interview here
youtu.be/nJEkpEIapmg
Buy and hold investors are likely yo be disappointed over the next 10 years. optimalmomentum.com/is-moder…
Good balanced treatment of LLMs thebullshitmachines.com/tabl…
Gary Antonacci retweeted
📄 Read the paper --> bit.ly/CMT_DowAward 💻 Python backtest --> bit.ly/IndTrendsPyth
Gary Antonacci retweeted
🏆 2025 CMT Charles H. Dow Award 🏆
Extremely proud to share that our paper “A Century of Profitable Industry Trends” has been awarded the 2025 Charles H. Dow Award by the @CMTAssociation, the leading global association for technical analysis.
This recognition is especially meaningful because, over the years, this same award has celebrated research by traders and quantitative thinkers who inspired me early in my career — from Larry Williams to Andrew Thrasher, Larry Connors, @leadlagreport, and @charliebilello, among others.
A heartfelt thank you goes to my co-author @GaryAntonacci the father of Dual Momentum Investing, for sharing with me his incredible knowledge and wisdom in quantitative research, particularly around trend-following models. Writing this manuscript together has been a journey of passion and enthusiasm — hopefully the first of many more!
We look forward to presenting this work at the CMT Spring Summit 2026.
For those interested in exploring our research, in the comments you find some useful materials.
✉️ If you have any questions, feel free to DM me or contact me at [email protected]
@_TBone_Pickens #CMTAssociation #TechnicalAnalysis #QuantResearch #MomentumInvesting #TrendFollowing #DualMomentum
What Kind of a “PhD-level Expert” Is ChatGPT 5.0? I Tested It. mindmatters.ai/2025/08/what-… via @discoverycnai
Audio book sale for Dual Momentum
audiobooks.com/promotions/pr…
Deep Six the 60/40 Portfolio
drive.google.com/file/d/1mW-…
Gary Antonacci retweeted
🚀 New episode out now! Discover how Dual Momentum investing can boost returns and lower risk by combining relative and absolute momentum. Don’t miss “The Science of Outperformance – Dual Momentum Explained”!
academy.etfatlas.com/the-sci…
New blog post: optimalmomentum.com/why-inve…
Gary Antonacci retweeted
Interview with @GaryAntonacci. He discusses some of the models that will be included in his forthcoming book. Looking forward to reading! podcasts.apple.com/us/podcas…
Gary Antonacci retweeted
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