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?