The 3xGTAA Wikifolio from @Epi is becoming increasingly popular here on getquin, and rightly so. Under every post there is someone who asks, somewhat helplessly, what GTAA and this momentum is.
Because the posts on this topic are very scattered in terms of time and space, and momentum investing seems to be more popular than ever, here is a collection of the most important posts on this topic:
I 🚀 Epis Contributions to this:
- Momentum strategies - basics:
- GTAA - Basics:
- Optimization of the GTAA model
- For the use of leveraged ETFs:
- And of course the 3xGTAA wikifolio:
https://www.wikifolio.com/de/de/w/wf03x0gtaa
II 🧪 Paper by Meb Faberthe "founder" of GTAA:
- A Quantitative Approach to [GTAA]:
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=962461
- Relative Strength Investing (general):
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1585517
III 🏦 The strategy 2xSPYTIPS
- Epis model:
- The optimization of it, from @SemiGrowth :
And the automated signal bot:
- There is no contribution to LETSGO yet - maybe something small can be done there @Epi ? 😉 Or is that a too small change?
IV 📈 Single stock momentum strategies
- The single stock strategy from @Krush82
- His wikifolio on the strategy:
https://www.wikifolio.com/de/de/w/wf19021902
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For now, these are the most important posts I was able to gather - if I have forgotten any, please let me know! I will also update this collection here when new posts on momentum investing are published.
Please note that, for example, the post on optimizing GTAA is probably no longer up to date and that some things had to be changed for 3xGTAA anyway.
Thanks to @Epi
@SemiGrowth and @Krush82 for continuing to share your ideas and backtests so transparently. You are a real added value for the community! 🫶
