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
