| ARTICLES |
Abrams, R., Bhaduri, R., Flores, E. | A quantitative Analysis of Managed Futures Strategies  |
| Antonacci G. | Absolute Momentum: A Simple Rule-Based Strategy and Universal Trend-Following Overlay |
| Anderson, G. | Relative Momentum: A New Alternative to Relative Strength |
| Antonacci G. | Risk Premia Harvesting Through Dual Momentum |
| Arnott, R., Chaves, D., Gunzberg J. et al. | Getting Smarter About Commodities: An Index to Counter the Possible Pitfalls |
| Asness, C. S., Moskowitz, T. J., Pedersen, L. H. | Value and Momentum Everywhere |
| Bacon, C. | How Sharp Is the Sharpe-Ratio? |
| Bailey, D. H., Borwein, J. M., de Prado, M. L., Zhu, Q. J. | The Probability of Backtest Overfitting |
| Baltas, N., Kosowski, R. | Momentum Strategies in Futures Markets and Trend-following Funds |
| Bernoulli, D. | Exposition of a New Theory on the Measurement of Risk |
| Blitz, D., Vliet, P. V. | Global Tactical Cross-Asset Allocation: Applying Value and Momentum Across Asset Classes |
| Bornemann, H. | 10 Fallacies When Selecting CTAs |
| Campbell White Paper Series | Deconstructing Futures Returns: The Role of Roll Yield |
| Campbell White Paper Series | Prospects for CTAs in a Rising Interest Rate Environment |
| Chande, T. | Rho Trend Barometer |
| Cocchiglia, M., Martinek, S. | Deconstructing Noise |
| Daniel, K. D., Moskowitz, T. J. | Momentum Crashes |
| Donchian, R. D. | Donchian’s 20 Guides to Trading Commodities |
| Druz, D. | Volatility, Robustness, & Long-term Performance of Futures Trading Systems |
| Eckhardt, W. | The c-Test by William Eckhardt |
| Erb, C. B., Harvey, C. R. | The Tactical and Strategic Value of Commodity Futures |
| Faber, M. T. | A Quantitative Approach to Tactical Asset Allocation |
| Faith, C. | The Original Turtle Trading Rules |
| Feldman, B., Till, H. | Separating the Wheat from the Chaff: Backwardation as the Long-Term Driver of Commodity Futures Performance |
| Fuertes, A. M., Miffre, J., Rallis, G. | Tactical Allocation in Commodity Futures Markets: Combining Momentum and Term Structure Signals |
| Geczy, Ch., Samonov, M. | Two Centuries of Multi-Asset Momentum (Equities, Bonds, Currencies, Commodities, Sectors and Stocks) |
| Hurst, B., Ooi, Y. H., Pedersen, L. H. | A Century of Evidence on Trend-Following Investing |
| Ioannidis, J. P. A. | Why Most Published Research Findings Are False |
| Jen, E. | Stable or Robust? What’s the Difference? |
| Keating, C., Shadwick, W. F. | A Universal Performance Measure |
| Keating, C., Shadwick, W. F. | An Introduction to Omega© |
| Lausberg, P., Slager, A., Stork, P. A. | Factor-Based Investing |
| Lemperiere, Y., Deremble, C. at al. | Two Centuries of Trend Following |
| Lo, A. W. | The Adaptive Markets Hypothesis |
| Moskowitz, T. J., Ooi Y. H., Pedersen L. H. | Time Series Momentum |
| Odean, T. | Are Investors Reluctant to Realize Their Losses? |
| Ostgaard, S. | On the Nature and Origins of Trend Following |
| Popper, K. | Three Worlds |
| State Street Global Advisors | Advanced Beta Comes of Age |
| Till, H. | Empirical Relationships in the Commodity Futures Markets as of Early 2014 |
| Till, H. | Term Structure as the Primary Driver of Long-Term Commodity Futures Returns |
| Till, H. | What are the Sources of Return for CTAs and Commodity Indexes? |
| Tversky, A., Kahneman, D. | Belief in the Law of Small Numbers |
| Van Valen, L. | A New Evolutionary Law |
| Wilcox, C., Crittenden, E. | Does Trend Following Work on Stocks? |