
Author: Michael Harris
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My Favorite Trading Strategy

The Curse of Dimensionality: KISS, Investing, and Trading

Skewness of Trading Strategies and the Holy Grail of Trading

CTAs Ask Investors to Be Patient

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
