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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Learning From Quest Partners' "Black Box Trend Following – Lifting the Veil"
CTA performance can be broadly replicated with simple trend following strategies.
01 November, 2010
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Fusion Analysis
14 October, 2010
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Antifragile
19 September, 2010
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Zero to One
14 August, 2010
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The Lean Startup
14 July, 2010
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