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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Building Winning Algorithmic Trading Systems
23 December, 2009
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The Evaluation and Optimization of Trading Strategies
18 November, 2009
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The Complete TurtleTrader
12 October, 2009
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Moneyball
19 September, 2009
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Blogging The Smart Way
24 August, 2009
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Pioneering Portfolio Management
19 July, 2009
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