Dual Momentum Investing

Dear Friends,
Has anyone tried to code up Dual Momentum strategy by Gary Anotnacci ?

If anyone has tried it, please do share.

thank you, Nirman

@nirmanchhabra you can find more information about a practical implementation of this strategy at the following website, owned by(@TrendXplorer):


To obtain the source code for AmiBroker (or the Excel file using Tiingo's data), it is necessary to contact the author directly, but in any case I think that the information provided on the pages indicated will be useful also if you want to to try to implement on your own the strategy and compare the results.

Moderator comment: post was edited to reflect factual information as pointed out by @fxshrat below

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I'm sorry but @TrendXplorer is definitely not an AmiBroker developer for sure. We should stay on facts here and not invent something that is far away from reality.

Moderator comment: post was edited to include only facts, not opinions about person's individual abilities

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Just trying to contribute my bit. If we keep sharing knowledge, each to his/her abilities, we all may benefit.

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Thanks TrendXplorer. Wanted to gently request you if you can share the dual momentum AFL code as well. Thanks very much

The code for GEM is available through my blog, just follow the above link as provided by @beppe.

kept trying and realized s few errors. Will fix and re-post.

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