Author: Michael Harris
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Golden Cross: How to Destroy Profitability For Small Risk-Adjusted Gains
Trend CTAs Have Failed To Outperform The Simplest Momentum Strategy
Trend-Follow Stocks With Breakouts or Moving Averages? Norgate Data Provided The Answer
Chasing Rare Outliers in Trend-Following. Is It Worth it?
Managed Futures Trend-Following Hype Vs. Reality
Highest Correlation of Trend-following CTAs with the US Dollar
A Significant Regime Change
Trend-Following Parameter and Optimization Space
Say Goodbye to Strategic Allocations
Trading Strategies Evolve Towards Chaos
