Snake Oil and Factor-Based Investing

Gary Antonacci
January 19, 2019 from 9:45 am to 12:45 pm

Black Rock forecasts smart beta investing oriented toward size, value, quality, momentum, and low volatility to reach $1 trillion by 2020 and $2.4 trillion by 2025. Gary will show that this growth may not be justified and will also discuss the hidden risks associated with factors. On the basis of a vast amount of validated data, Gary will review how relative strength momentum can enhance investment returns, while trend-following absolute momentum can decrease portfolio risk exposure. Gary will also highlight the effect of behavioral biases on returns and the requisite mindset to be a successful investor.

ABOUT THE PRESENTER

gary antonacci aaii meetingGary Antonacci introduced the investment world to dual momentum, which combines relative-strength price momentum with trend-following absolute momentum. He is recognized as a foremost authority on the practical applications of momentum investing and is author of the award-winning book “Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk.” Gary’s innovative research on momentum investing was the first-place winner in 2012 and the second-place winner in 2011 of the prestigious Wagner Award for Advances in Active investment Management, given by the National Association of Active Investment Managers (NAAIM). Gary received his MBA from Harvard Business School. He licenses advanced momentum models to investment professionals and is a highly regarded speaker on asset allocation and momentum strategies. His website is http://www.optimalmomentum.com.

Attend this seminar to learn:

  • How relative-strength momentum can enhance investment returns
  • Ways trend-following absolute momentum can decrease portfolio exposure
  • The effect of behavioral biases on returns
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