01 Jan Learning From "The Original Turtle Trading Rules"
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Details the complete turtle trading system.
In this article, Absolute Momentum will be used interchangeably with trend following or time series momentum. Relative Momentum will be used interchangeably with cross-sectional momentum or relative strength.
The paper details the complete turtle trading system including the money management and position sizing techniques.
This was the trading system taught by Richard Dennis and Bill Eckhardt to the “turtle” traders in the 1980s.
Research Paper: The Original Turtle Trading Rules
Author: Curtis Faith