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Gary Antonacci
Works at Portfolio Management Consultants
Attended Harvard Business School
Lives in Vancouver
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Gary Antonacci

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Are Commodities Still a Good Portfolio Diversifier?
Overfitting the data is a serious problem when constructing financial models. One
way to guard against this is to have lots of data. This helps you
determine if your results are robust by seeing how they hold up over
different time periods. But this assu...
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Gary Antonacci

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Common Mistakes Made By Momentum Investors
Like most other investors, those using momentum are often guilty of
chasing performance. In fact, momentum requires that we do this. But it
should be done in a disciplined and systematic way using well-researched
parameters. Performance chasing should no...
A blog about momentum research and investing
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Gary Antonacci

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Factor Investing: Buyer Beware
A highlight of the 2016 Morningstar ETF Conference was the keynote address by the former leader of U.S. Navy Seal Team Six, Rob O’Neill. Chief O’Neill shared some stories about his training and operations as an elite Navy Seal. The take away lessons from hi...
A highlight of the 2016 Morningstar ETF Conference was the keynote address by the former leader of U.S. Navy Seal Team Six, Rob O’Neill. C...
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Gary Antonacci

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Risk Tolerance Assessment for Investment Success
This article first appeared on the Alpha Architect blog. When I attended the Harvard Business School 40 years ago my
favorite class was Managerial Economics.  It focused on decision making
under uncertainty [1]. The first thing to understand is the concept ...
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Gary Antonacci

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Smart Beta Is Still Beta
Some say that bull markets climb a wall of worry. This is good news for those already in the market. Worriers will help the market go higher later when they finally decide to jump on the bandwagon. Herding,  representativeness, and regret aversion (fear of ...
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Gary Antonacci

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Love the steady returns of the classic Couch Potato strategy? This spicier version beat it by 6.7 percentage points annually. It’s hot stuff
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Gary Antonacci

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Common Mistakes of Momentum Investors
Like most investors, those using momentum are often guilty of
chasing performance. In fact, momentum requires that we do this. But it
should be done in a disciplined and systematic way. Performance chasing should not be due to myopia, irrational loss
ave...
A blog about momentum research and investing
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Gary Antonacci

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Book Review of Quantitative Momentum
I have been looking forward to seeing Wes Gray and Jack Vogel's new book, Quantitative Momentum .  It is the only book besides my own Dual Momentum that relies on academic research to develop systematic momentum strategies. My book uses a macro approach by ...
I have been looking forward to seeing Wes Gray and Jack Vogel's new book, Quantitative Momentum . It is the only book besides my own Dual ...
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Gary Antonacci

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Risk Tolerance Assessment for Investment Success
An earlier version of this article appeared on the Alpha Architect blog. When I attended the Harvard Business School 40 years ago my
favorite class was Managerial Economics.  It focused on decision making
under uncertainty [1]. The first thing to understand...
1

Gary Antonacci

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Most Useful Investment Blogs
As with many people these days, most of my investment information comes from the internet. It has taken me years to compile a group of research-oriented blogs and websites that I have found most useful. Here is my list: Investment Blogs Quantocracy :  This ...
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Gary Antonacci

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The otherwise perfect theory of “Efficient market hypothesis” has few observations which the academicians ignore as 'anomalies'. The first such anomaly is 'Value Investing' which has consistently proven to outperform the markets if followed with the required rigor and discipline.
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Gary Antonacci

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What You Should Remember About the Markets
Because I have been an investment professional for more than 40 years, I sometimes get asked my opinion about the markets. These questions usually come from those who invest without  a systematic approach toward investing. Here are some typical questions an...
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Tagline
Gary Antonacci is a financial researcher and consultant
Introduction
Gary Antonacci is founder of the Optimal Momentum website devoted to momentum research and education.
Bragging rights
2012 NAAIM Wagner Award Winner for Advancements in Active Investment Management
Education
  • Harvard Business School
Basic Information
Gender
Male
Work
Occupation
Research and consulting
Skills
Research, writing
Employment
  • Portfolio Management Consultants
    Consultant, 1978 - present
Places
Map of the places this user has livedMap of the places this user has livedMap of the places this user has lived
Currently
Vancouver
Previously
Sarasota