Quantitative Trading Systems
19 February, 2013
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Professional Automated Trading
19 January, 2013
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Learning From ISAM's "The Fallacy of Trend-Following Trend-Following"
Trend following portfolio's returns are mean-reverting.
01 January, 2013
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Modeling Trading System Performance
19 December, 2012
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Micro-Trend Trading for Daily Income
18 November, 2012
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Mean Reversion Trading Systems
19 October, 2012
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Learning From AQR's "A Century of Evidence on Trend-Following Investing"
For more than 80 years since 1903, Absolute Momentum strategy has delivered consistent and positive returns with low correlation to traditional asset classes each decade.
01 October, 2012
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The Information
19 September, 2012
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Factor Investing
05 August, 2012
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Expert Trading Systems
18 July, 2012
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