Recent content by bena

I need those indexes used in the aforementioned book in order to validate the results in the book. If interested you can freely download the paper that provides the basis of the strategy from http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2244633. The indexes in that paper are listed in...

Hi all Does anyone have ideas where to source historical (EOD or EOM) index values, preferably from 1970 or thereabouts? I'm looking to validate the back-tests published in Dual Momentum Investing (by Gary Antonacci) but it's difficult to do so without the indexes. Major ETFs offer an index...