Learning From Kathryn Kaminski's "In Search of Crisis Alpha"
Crisis alpha delivered by momentum practitioners will be an excellent diversification during tail risk events for traditional portfolios.
01 May, 2011
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Tactical Trend Trading
19 April, 2011
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Six Degrees
24 March, 2011
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The Encyclopedia of Trading Strategies
18 February, 2011
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The Rise of the Chinese Consumer
24 January, 2011
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Learning From AQR's "Trading on Trends"
The paper listed various time-series momentum signals which basically go long when prices move up and short when prices move down.
01 January, 2011
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Trading Systems
18 December, 2010
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Trading Systems
18 December, 2010
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Learning From Transtrend's "Potential Profitability for Trend Following Systems"
The paper describes a backward looking measure, "trendpot", which indicates whether a medium to long term trend following system would potentially have been profitable when applied to that particular market during the preceding month.
01 December, 2010
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Trading Systems That Work
18 November, 2010
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