Papers & Articles
Interested in reading what we are reading? Explore some of our favorite white papers and articles.
Author(s) | Year | Title | Source | Tags |
---|---|---|---|---|
Abrams, Bhaduri, Flores | 2010 | The Benefits of Managed Futures 25 Years Later | CME Group | Trend Following, CTAs |
Ang, Goyal, Ilmanen | 2014 | Asset Allocation and Bad Habits | Rotman International Journal of Pension Management | Momentum, Mean Reversion, Asset Allocation |
Antonacci | 2011 | Optimal Momentum: A Global Cross Asset Approach | Portfolio Management Consultants | Momentum |
Asness | 2014 | My Top 10 Peeves | AQR Capital Management | Finance Misconceptions |
Asness, Frazzini, Israel, Moskowitz | 2014 | Fact, Fiction and Momentum Investing | Journal of Portfolio Management | Momentum |
Asness, Frazzini, Pedersen | 2012 | Leverage Aversion and Risk Parity | Financial Analysts Journal | Portfolio Management, Risk Management |
Asness, Ilmanen, Israel, Moskowitz | 2015 | Investing with Style | Journal of Investment Management | Alternative Beta, Factor Investing |
Asness, Moskowitz, Pedersen | 2013 | Value and Momentum Everywhere | Journal of Finance | Momentum, Value |
Babu, Levine, Ooi, Pedersen, Stamelos | 2018 | Trends Everywhere | Journal of Investment Management | Trend Following, Factor Momentum |
Babusiaux, Pierru, Lasserre | 2011 | Examining the Role of Financial Investors and Speculation in Oil Markets | Journal of Alternative Investments | Oil Markets, Speculation |
Baltas | 2014 | Momentum Strategies in Futures Markets and Trend-following Funds | Imperial College Business School | Trend Following |
Baltas | 2015 | Trend-Following, Risk-Parity and the Influence of Correlations | Book: "Risk-based and Factor Investing" | Risk Parity, Trend Following |
Baltussen, Da, Lammers, Martens | 2020 | Hedging Demand and Market Intraday Momentum | Journal of Financial Economics | Momentum, Gamma Hedging |
Barberis, Shleifer | 2003 | Style Investing | Journal of Financial Economics | Alternative Beta |
Barberis, Shleifer, Vishny | 1998 | A Model of Investor Sentiment | Journal of Financial Economics | Behavioral Finance |
Bhardwaj, Gorton, Rouwenhortst | 2013 | Fooling Some of the People All of the Time | Yale University | Trend Following, Commodities |
Bhojraj, Swaminathan | 2006 | Macromomentum: Returns Predictability in International Equity Indices | Journal of Business | Momentum |
Black, Scholes | 1972 | The Pricing of Options and Corporate Liabilities | University of Chicago, MIT | Option Pricing |
Blitz, de Groot | 2014 | Strategic Allocation to Commodity Factor Premiums | Journal of Alternative Investments | Alternative Beta, Factor Premia |
Bondarenko | 2014 | Variance Trading and Market Price of Variance Risk | Journal of Econometrics | Volatility, Options, Variance |
Bouchaud, Dao, Deremble, Nguyen, Potters | 2016 | Convexity at Work in Trend Following | Capital Fund Management | Trend Following |
Bouchaud, Deremble, Lemperiere, Seager | 2014 | Two Centuries of Trend Following | Capital Fund Management | Trend Following |
Brunnermeier, Nagel, Pedersen | 2008 | Carry Trades and Currency Crashes | NBER Working Paper | FX Carry |
Burnside, Han, Hirshleifer, Wang | 2010 | Investor Overconfidence and the Forward Premium Puzzle | NBER Working Paper | Overconfidence, Forward Pricing Puzzle |
Camerer, Frydman | 2019 | The Psychology and Neuroscience of Financial Decision Making | Trends in Cognitive Sciences | Behavioral Finance |
Cenedese, Sarno, Tsiakas | 2014 | Foreign Exchange Risk and the Predictability of Carry Trade Returns | Journal of Banking and Finance | FX Carry |
Chambers, Dimson | 2016 | Financial Market History: Reflections on the Past for Investors Today | CFA Institute | Finance History |
Christiansen, Ranaldo, Söderlind | 2011 | The Time-Varying Systematic Risk of Carry Trade Strategies | Journal of Financial and Quantitative Analysis | FX Carry |
Cohen, Frazzini | 2008 | Economic Links and Predictable Returns | Journal of Finance | Behavioral Finance, Alternative Beta |
Cox, Ross, Rubinstein | 1979 | Option Pricing: A Simplified Approach | Journal of Financial Economics | Option Pricing |
Crittenden, Wilcox | 2009 | Does Trend Following Work on Stocks? | Blackstar Funds | Equity Trend Following |
Daniel, Hirshleifer, Subrahmanyam | 1998 | Investor Psychology and Security Market Under- and Overreactions | Journal of Finance | Behavioral Finance |
De Bondt, Thaler | 1985 | Does the Stock Market Overreact? | Journal of Finance | Behavioral Finance |
De Bondt, Thaler | 1987 | Further Evidence on Investor Overreaction and Stock Market Seasonality | Journal of Finance | Behavioral Finance |
Dowd | 1999 | Too Big to Fail? Long-Term Capital Management | CATO Institute | Risk, Finance History |
Ellis | 1975 | The Loser's Game | Financial Analysts Journal | Statistics, Betting |
Erb, Harvey | 2006 | The Strategic and Tactical Value of Commodity Futures | Financial Analysts Journal | Commodities, Portfolio Management |
Erb, Harvey | 2015 | Conquering Misperceptions about Commodity Futures Investing | Financial Analysts Journal | Commodities |
Fama, French | 1992 | The Cross-Section of Expected Stock Returns | Journal of Finance | EMH, CAPM |
Fama, French | 1993 | Common Risk Factors in the Returns on Stocks and Bonds | Journal of Financial Economics | EMH, CAPM |
Frazzini, Kabiller, Pedersen | 2013 | Buffett’s Alpha | Financial Analysts Journal | Alternative Beta, Value |
Fuertes, Miffre, Fernandez-Perez | 2013 | Commodity Strategies Based on Momentum, Term Structure and Idiosyncratic Volatility | Journal of Futures Markets | Commodities, Momentum, Term Structure |
Fuertes, Miffre, Rallis | 2008 | Tactical Allocation in Commodity Futures Markets: Combining Momentum and Term Structure Signals | Journal of Banking & Finance | Commodities, Momentum, Term Structure |
Fung, Hsieh | 2001 | The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers | Review of Financial Studies | Trend Following |
Geczy, Samonov | 2016 | Two Centuries of Price Return Momentum | Financial Analysts Journal | Trend Following, Momentum |
Gorton, Hayashi, Rouwenhorst | 2012 | The Fundamentals of Commodity Futures Returns | Review of Finance | Commodity Futures |
Gorton, Rouwenhorst | 2005 | Facts and Fantasies About Commodity Futures | Financial Analysts Journal | Commodity Futures |
Granger, Harvey, Rattray, van Hemert | 2019 | Strategic Rebalancing | Man Group, Duke University | Portfolio Management |
Griffin, Ji, Martin | 2005 | Global Momentum Strategies: A Portfolio Perspective | Journal of Portfolio Management | Momentum |
Grinblatt, Han | 2005 | Prospect Theory, Mental Accounting, and Momentum | Journal of Financial Economics | Behavioral Finance, Momentum |
Grinblatt, Moskowitz | 2004 | Predicting Stock Price Movements From Past Returns: The Role of Consistency and Tax-Loss Selling | Journal of Financial Economics | Momentum |
Hamill, Rattray, van Hemert | 2016 | Trend Following: Equity and Bond Crisis Alpha | Man AHL | Trend Following |
Harding | 1994 | Making Money from Mathematical Models | Philosophical Transactions: Physical Sciences and Engineering | Systems Trading |
Harding | 2016 | Efficient Market Theory – When Will It Die? | Winton Capital Management | EMT |
Harvey, Liu | 2015 | Backtesting | Journal of Portfolio Management | Backtesting Quality |
Hong, Stein | 1999 | A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets | Journal of Finance | Behavioral Finance |
Hurst, Johnson, Ooi | 2010 | Understanding Risk Parity | AQR Capital Management | Alternative Beta, Risk Parity |
Hurst, Ooi, Pedersen | 2017 | A Century of Evidence on Trend-Following Investing | AQR Capital Management | Trend Following |
Hurst, Ooi, Pedersen | 2013 | Demystifying Managed Futures | Journal Of Investment Management | Trend Following |
Hutchinson, O'Brien | 2014 | Is This Time Different? Trend Following and Financial Crises | The Journal of Alternative Investments | Trend Following |
Jegadeesh | 1990 | Evidence of Predictable Behavior of Security Returns | Journal of Finance | Momentum |
Jegadeesh, Titman | 1993 | Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency | Journal of Finance | Momentum |
Jegadeesh, Titman | 2001 | Profitability of Momentum Strategies: An Evaluation of Alternative Explanations | Journal of Finance | Behavioral Finance, Momentum |
Jurek | 2009 | Crash-Neutral Currency Carry Trades | Journal of Financial Economics | FX Carry |
Kelly | 1956 | A New Interpretation of Information Rate | Princeton University, AT&T | Statistics, Betting |
Kim, Tse, Wald | 2015 | Time Series Momentum and Volatility Scaling | Journal of Financial Markets | Trend Following, Volatility Control |
Koijen, Moskowitz, Pedersen, Vrugt | 2015 | Carry | University of Chicago | Alternative Beta, Carry |
Levine, Pedersen | 2015 | Which Trend Is Your Friend? | Financial Analysts Journal | Trend Following |
McQuarrie | 2017 | Stock Market Charts You Never Saw | Santa Clara University | Finance History |
Merton | 1973 | Theory of Rational Option Pricing | The Bell Journal of Economics and Management Science | Option Pricing |
Moskowitz, Ooi, Pedersen | 2011 | Time Series Momentum | Chicago Booth Research Paper | Trend Following |
Ostgaard | N/A | On the Nature and Origin of Trend Following | Stig Ostgaard | Trend Following |
Pukthuanthong, Levich, Thomas | 2007 | Do Foreign Exchange Markets Still Trend? | Journal of Portfolio Management | Trend Following |
Rouwenhorst | 1998 | International Momentum Strategies | Journal of Finance | Momentum |
Rouwenhorst_1999 | 1999 | Local return factors and turnover in emerging stock markets | Journal of Finance | Momentum |
Sandberg, Öhman | 2014 | Position Sizing Methods for a Trend Following CTA | KTH Industrial Engineering and Management | Trend Following, Position Sizing Methods |
Schneeweis, Kazemi, Spurgin | 2008 | Momentum in Asset Returns: Are Commodity Returns a Special Case? | Journal of Alternative Investments | Momentum |
Shen, Szakmary, Sharma | 2007 | An Examination of Momentum Strategies in Commodity Futures Markets | Journal of Futures Markets | Momentum |
Shleifer, Vishny | 1997 | The Limits of Arbitrage | Journal of Finance | Behavioral Finance |
Siegrist | N/A | How to Gamble If You Must | University of Alabama | Statistics, Bet Sizing |
Simon | 2015 | Trading the VIX Futures Roll and Volatility Premiums with VIX Options | Journal of Futures Markets | VIX Futures and Options Strategies |
Simon, Campasano | 2014 | The VIX Futures Basis: Evidence and Trading Strategies | Journal of Derivatives | VXI, Volatility |
Taleb | 2013 | No, Small Probabilities Are Not "Attractive to Sell": A Comment | Financial Analysts Journal | Tails |
Tang, Xiong | 2010 | Index Investment and Financialization of Commodities | Tsinghua University, Princeton University | Commodity Futures, Indexation |