
Author: Michael Harris
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222 Days of Consolidation in Large-Cap Stocks

The Three Types Of Backtests According to Clifford Asness

Managed Futures Replication Strategy

9-Sigma Event In Managed Futures

Update on the CTA Replication Project

Dual Momentum Post-Publication Performance

Risk Vs. Uncertainty and the Illusion of Control

The Golden Pliers Pattern

Golden Cross: How to Destroy Profitability For Small Risk-Adjusted Gains

Trend CTAs Have Failed To Outperform The Simplest Momentum Strategy
