Learning From "Do Foreign Exchange Markets Still Trend"
The paper suggests that the era of easy profits from simple trend following in major currencies is over.
01 January, 2010
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Learning From "Using Style Index Momentum to Generate Alpha"
Relative Momentum applied on Style Indexes delivered positive results.
01 January, 2010
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Learning From AQR's "The Case for Momentum Investing"
Relative Momentum is a persistent anomaly and complements a value-focused portfolio.
01 January, 2010
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Learning From Trendstat's "The Driving Force Behind Profits in the Managed Futures Industry"
Absolute momentum strategies benefit from large moves in markets.
01 January, 2010
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Learning From BT Funds Management's "Do Momentum Based Strategies Still Work In Foreign Currency Markets?"
Buying the most attractive currency and selling the least attractive currency obtains average excess returns that are significantly positive.
01 January, 2010
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Learning From "The Original Turtle Trading Rules"
Details the complete turtle trading system.
01 January, 2010
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