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
