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Z9 and the original Dual Momentum strategy #472508
05/02/18 09:42
05/02/18 09:42
Joined: May 2016
Posts: 180
Prague
pcz Offline OP
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pcz  Offline OP
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Joined: May 2016
Posts: 180
Prague
Hi, I'd like the Z9 strategy to be as similar to Gary's original strategy as possible. I assume that the solution might be to comment out all assets from AssetsZ9 list except those which are the most correlated with the originally proposed assets. These should be: CWI, TLT and VOO. Is my thinking correct? Aren't there any unintended consequences with this approach?

Re: Z9 and the original Dual Momentum strategy [Re: pcz] #472522
05/02/18 15:47
05/02/18 15:47
Joined: May 2016
Posts: 180
Prague
pcz Offline OP
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pcz  Offline OP
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Joined: May 2016
Posts: 180
Prague
I tried it with live tradig. It wants to open position on ITB. If I comment out the ITB asset it doesn't open any position. So my conclusion is that the approach described in the first post won't work.

Re: Z9 and the original Dual Momentum strategy [Re: pcz] #472556
05/04/18 18:32
05/04/18 18:32
Joined: Dec 2017
Posts: 129
Halifax, NS
K
kujo Offline
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kujo  Offline
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K

Joined: Dec 2017
Posts: 129
Halifax, NS
Quote:
I'd like the Z9 strategy to be as similar to Gary's original strategy as possible.


I'd say that Z9 is based on the Gary's Dual Momentum strategy but there are differences not only in assets. If you want original one you can easily code it. The strategy is public


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