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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Expected Returns
19 June, 2012
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Expected Returns on Major Asset Classes
19 May, 2012
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Bond Portfolio Investing and Risk Management
19 April, 2012
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Bollinger on Bollinger Bands
18 March, 2012
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Learning From Dorsey Wright's "Relative Strength and Portfolio Management"
Relative strength strategies perform well over a 3 to 12 month formation (lookback) period.
01 March, 2012
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