Forty Years, Thirty Currencies and 21,000 Trading Rules

January 12, 2015 Uncategorized Leave a comment 4,004 Views

An Honest Update on the Trend Following Landscape

December 5, 2014 Uncategorized Leave a comment 3,688 Views

Building trading models with the 10 year CAPE

November 18, 2014 Uncategorized Leave a comment 3,523 Views

Can small investors exploit the momentum effect?

November 12, 2014 Uncategorized Leave a comment 3,942 Views

Buffett’s Alpha

November 12, 2014 Uncategorized Leave a comment 3,642 Views

Breaking into the Black Box

November 12, 2014 Uncategorized Leave a comment 4,073 Views

Comparisons of Commodity and Managed Futures Benchmark Indices

November 12, 2014 Uncategorized Leave a comment 4,142 Views

Are All CTA’s Created Equal?

November 12, 2014 Uncategorized Leave a comment 3,266 Views

Taking A Peek Inside The Turtle’s Shell

November 12, 2014 Uncategorized Leave a comment 3,417 Views

Analysis of Trend Following Systems

November 12, 2014 Uncategorized Leave a comment 3,816 Views

A Primer on Momentum

November 12, 2014 Uncategorized Leave a comment 3,512 Views

The Beta of Managed Futures

November 12, 2014 Uncategorized Leave a comment 3,486 Views

What Drives Portfolio Returns In Times of Stress and Dislocation?

November 12, 2014 Uncategorized Leave a comment 2,691 Views

212 Years of Price Momentum

November 12, 2014 Uncategorized Leave a comment 3,520 Views

Theoretical Basis and a Practical Example of Trend Following

November 12, 2014 Uncategorized Leave a comment 3,276 Views

The Cross-Sectional Profitability of Technical Analysis

November 11, 2014 Uncategorized Leave a comment 5,004 Views

Original Turtle Rules

November 11, 2014 Uncategorized Leave a comment 6,116 Views

Managed Futures Tail Risk

November 11, 2014 Uncategorized Leave a comment 3,474 Views

In search of crisis alpha

November 11, 2014 Uncategorized Leave a comment 3,246 Views

Exploiting Commodity Momentum Along the Futures Curve

November 11, 2014 Uncategorized Leave a comment 3,316 Views

Following the Trend

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