Documents

Download	Last Modified	Rating	Name	Downloads	Version	Owner
Download	Last Modified	Rating	Name	Downloads	Version	Owner
Public
Download	02-06-2017 8:03		Time Series Momentum - TimeSeriesMomentum.pdf » TimeSeriesMomentum.pdf File Options Download Description Other Versions Share	2008 downloads	1.0	Andreas Clenow
Download	09-03-2016 17:08		Stocks on the Move Ranking Logic - AppleRegressionLogic.xlsx » AppleRegressionLogic.xlsx File Options Download Description Other Versions Share	2605 downloads	1.0.1	Andreas Clenow
Download	15-12-2015 18:14		101 Formulaic Alphas - ssrn-id2701346copy.pdf » ssrn-id2701346copy.pdf File Options Download Description Other Versions Share	10892 downloads	1.0	Andreas Clenow
Download	21-09-2015 12:17		Profitable Momentum Trading Strategies for Individual Investors - SSRN-id2420743.pdf » SSRN-id2420743.pdf File Options Download Description Other Versions Share	3056 downloads	1.0.1442830669	Andreas Clenow
Download	22-06-2015 8:30		Stocks on the Move: Regression Spreadsheet - SlopeCalc.xlsx » SlopeCalc.xlsx File Options Download Description Other Versions Share	1955 downloads	1.0	Andreas Clenow
Download	12-01-2015 10:35		Forty Years, Thirty Currencies and 21,000 Trading Rules - SSRN-id2517125.pdf » SSRN-id2517125.pdf File Options Download Description Other Versions Share	2117 downloads	1.0	Andreas Clenow
Download	05-12-2014 10:26		An Honest Update on the Trend Following Landscape - An_Honest_Update_2014_09.pdf » An_Honest_Update_2014_09.pdf File Options Download Description Other Versions Share	2270 downloads	1.0	Andreas Clenow
Download	18-11-2014 10:06		Building trading models with the 10 year CAPE - FaberStocksCAPE10YearCAPE.pdf » FaberStocksCAPE10YearCAPE.pdf File Options Download Description Other Versions Share	1756 downloads	1.0	Andreas Clenow
Download	12-11-2014 13:55		Can small investors exploit the momentum effect? - Cansmallinvestorsexploitthemomentumeffect-Siganos.pdf » Cansmallinvestorsexploitthemomentumeffect-Siganos.pdf File Options Download Description Other Versions Share	1966 downloads	1.0	Andreas Clenow
Download	12-11-2014 13:54		Buffett’s Alpha - BuffettsAlpha-FrazziniKabillerandPedersen.pdf » BuffettsAlpha-FrazziniKabillerandPedersen.pdf File Options Download Description Other Versions Share	1614 downloads	1.0	Andreas Clenow
Download	12-11-2014 13:53		Breaking into the Black Box - BREAKINGINTOTHEBLACKBOX.pdf » BREAKINGINTOTHEBLACKBOX.pdf File Options Download Description Other Versions Share	2670 downloads	1.0	Andreas Clenow
Download	12-11-2014 13:51		Comparisons of Commodity and Managed Futures Benchmark Indices - Ben896.pdf » Ben896.pdf File Options Download Description Other Versions Share	1572 downloads	1.0	Andreas Clenow
Download	12-11-2014 13:49		Are All CTA’s Created Equal? - AreAllCTAsCreatedEqual.pdf » AreAllCTAsCreatedEqual.pdf File Options Download Description Other Versions Share	2001 downloads	1.0	Andreas Clenow
Download	12-11-2014 13:48		Taking A Peek Inside The Turtle’s Shell - Ande99-TakingAPeekInsideTheTurtlesShell.pdf » Ande99-TakingAPeekInsideTheTurtlesShell.pdf File Options Download Description Other Versions Share	1693 downloads	1.0	Andreas Clenow
Download	12-11-2014 13:47		Analysis of Trend Following Systems - Analysis-of-Trend-Following-Systems.pdf » Analysis-of-Trend-Following-Systems.pdf File Options Download Description Other Versions Share	2606 downloads	1.0	Andreas Clenow
Download	12-11-2014 13:46		A Primer on Momentum - APrimeronMomentum-Croce2012.pdf » APrimeronMomentum-Croce2012.pdf File Options Download Description Other Versions Share	1910 downloads	1.0	Andreas Clenow
Download	12-11-2014 13:45		The Beta of Managed Futures - 06_feb_Conquest_The_Beta_of_Managed_Futures.pdf » 06_feb_Conquest_The_Beta_of_Managed_Futures.pdf File Options Download Description Other Versions Share	2382 downloads	1.0	Andreas Clenow
Download	12-11-2014 13:44		What Drives Portfolio Returns In Times of Stress and Dislocation? - 4.CAIAMemberContribution.pdf » 4.CAIAMemberContribution.pdf File Options Download Description Other Versions Share	2063 downloads	1.0	Andreas Clenow
Download	12-11-2014 13:43		212 Years of Price Momentum - 00R_Christopher_Geczy_212_Years_of_Price_Momentum_withNames.pdf » 00R_Christopher_Geczy_212_Years_of_Price_Momentum_withNames.pdf File Options Download Description Other Versions Share	2503 downloads	1.0	Andreas Clenow
Download	12-11-2014 13:42		Theoretical Basis and a Practical Example of Trend Following - 00F_theoretical_basis__practical_example_of_trend_following_Lukasz_Wojtow.pdf » 00F_theoretical_basis__practical_example_of_trend_following_Lukasz_Wojtow.pdf File Options Download Description Other Versions Share	1955 downloads	1.0	Andreas Clenow
Download	11-11-2014 15:08		The Cross-Sectional Profitability of Technical Analysis - SSRN-id1656460.pdf » SSRN-id1656460.pdf File Options Download Description Other Versions Share	1620 downloads	1.0	Andreas Clenow
Download	11-11-2014 13:39		Original Turtle Rules - OriginalTurtleRules.pdf » OriginalTurtleRules.pdf File Options Download Description Other Versions Share	2171 downloads	1.0	Andreas Clenow
Download	11-11-2014 13:39		Managed Futures Tail Risk - Managed_Futures_Tail_Risk.pdf » Managed_Futures_Tail_Risk.pdf File Options Download Description Other Versions Share	1573 downloads	1.0	Andreas Clenow
Download	11-11-2014 13:39		In search of crisis alpha - In_Search_of_Crisis_Alpha_-_A_Short_Guide_to_Investing_in_Managed_Futures.pdf » In_Search_of_Crisis_Alpha_-_A_Short_Guide_to_Investing_in_Managed_Futures.pdf File Options Download Description Other Versions Share	1571 downloads	1.0	Andreas Clenow
Download	11-11-2014 13:39		Exploiting Commodity Momentum Along the Futures Curve - SSRN-id2485314.pdf » SSRN-id2485314.pdf File Options Download Description Other Versions Share	2023 downloads	1.0	Andreas Clenow
Download	11-11-2014 13:39		A Quantitative Approach to Tactical Asset Allocation - AQuantitativeApproachtoTacticalAssetAllocation.pdf » AQuantitativeApproachtoTacticalAssetAllocation.pdf File Options Download Description Other Versions Share	2000 downloads	1.0	Andreas Clenow
Download	11-11-2014 13:39		Momentum Strategies in Futures Markets and Trend-Following Funds - SSRN-id1968996.pdf » SSRN-id1968996.pdf File Options Download Description Other Versions Share	2034 downloads	1.0	Andreas Clenow
Download	11-11-2014 13:38		Volatility Exposure of CTA Programs and Other Hedge Fund Strategies - NewVolatilityArticle-Aug2006.pdf » NewVolatilityArticle-Aug2006.pdf File Options Download Description Other Versions Share	5069 downloads	1.0	Andreas Clenow
Download	11-11-2014 13:38		Fact, Fiction and Momentum Investing - SSRN-id2435323.pdf » SSRN-id2435323.pdf File Options Download Description Other Versions Share	1753 downloads	1.0	Andreas Clenow
Download	11-11-2014 13:38		Trend Factor: A New Determinant of Cross-Section Stock Returns - SSRN-id2182667.pdf » SSRN-id2182667.pdf File Options Download Description Other Versions Share	5266 downloads	1.0	Andreas Clenow
Download	11-11-2014 13:38		Sortino: A ‘Sharper’ Ratio - Sortino_ASharperRatio_RedRockCapital.pdf » Sortino_ASharperRatio_RedRockCapital.pdf File Options Download Description Other Versions Share	1949 downloads	1.0	Andreas Clenow
Download	11-11-2014 13:38		MANAGED FUTURES AND HEDGE FUNDS: A MATCH MADE IN HEAVEN - Kat_AMatchMadeinHeavenJOIM2004.pdf » Kat_AMatchMadeinHeavenJOIM2004.pdf File Options Download Description Other Versions Share	1456 downloads	1.0	Andreas Clenow
Download	11-11-2014 13:38		Revisiting Kat's Managed Futures and Hedge Funds - RevisitingKat_RollingerSep2012.pdf » RevisitingKat_RollingerSep2012.pdf File Options Download Description Other Versions Share	1707 downloads	1.0	Andreas Clenow
Download	11-11-2014 13:38		Quest #1: Trend Following - Lifting the Veil - Quest-Research-Notes-Trend-Following-Sep-2010-2.pdf » Quest-Research-Notes-Trend-Following-Sep-2010-2.pdf File Options Download Description Other Versions Share	1818 downloads	1.0	Andreas Clenow
Download	11-11-2014 13:37		Quest #2: Know Your Skew - KnowYourSkew.pdf » KnowYourSkew.pdf File Options Download Description Other Versions Share	1807 downloads	1.0	Andreas Clenow
Download	11-11-2014 13:37		Quest #3: Quantitative Trend Following Strategies and Equity Risk - QuestResearchNotes-DiversifiervsHedgeApril2013.pdf » QuestResearchNotes-DiversifiervsHedgeApril2013.pdf File Options Download Description Other Versions Share	2022 downloads	1.0	Andreas Clenow
Download	11-11-2014 13:37		Quest #4: Mean Reversion - Illustration of Irregular Returns in US Equity and Fixed Income Markets - QuestCTAResearchNotes-4IrregularReturns-August2014.pdf » QuestCTAResearchNotes-4IrregularReturns-August2014.pdf File Options Download Description Other Versions Share	1717 downloads	1.0	Andreas Clenow
Download	11-11-2014 13:37		Quest #5: Hedge Fund Index Replication - QuestCTAResearchSeries-5HedgeFundIndexReplication-September2014.pdf » QuestCTAResearchSeries-5HedgeFundIndexReplication-September2014.pdf File Options Download Description Other Versions Share	1625 downloads	1.0	Andreas Clenow
Download	11-11-2014 13:37		Quest #6: Return Enhancing Style Drifts in Futures/FX-Based Momentum Portfolios - QuestCTAResearchSeries-6StyleDrifts-October2014.pdf » QuestCTAResearchSeries-6StyleDrifts-October2014.pdf File Options Download Description Other Versions Share	1697 downloads	1.0	Andreas Clenow
Download	11-11-2014 13:37		The MOM-TOM Effect: Detecting the Market Impact of CTA Trading - SSRN-id2515900.pdf » SSRN-id2515900.pdf File Options Download Description Other Versions Share	1558 downloads	1.0	Andreas Clenow
Download	11-11-2014 13:37		Two centuries of trend following - Twocenturiesoftrend-following.pdf » Twocenturiesoftrend-following.pdf File Options Download Description Other Versions Share	1616 downloads	1.0	Andreas Clenow
Download	11-11-2014 13:37		Managed Futures: Staying the Course - ManagedFutures_StayingTheCourse.pdf » ManagedFutures_StayingTheCourse.pdf File Options Download Description Other Versions Share	1667 downloads	1.0	Andreas Clenow
Download	11-11-2014 13:36		A Comparison of CTA Indexes - AComparisonofCTAIndexesNov2013.pdf » AComparisonofCTAIndexesNov2013.pdf File Options Download Description Other Versions Share	1609 downloads	1.0	Andreas Clenow
Download	11-11-2014 13:36		Backtesting - Backtesting-CampbellHarvingNov222013.pdf » Backtesting-CampbellHarvingNov222013.pdf File Options Download Description Other Versions Share	3437 downloads	1.0	Andreas Clenow
Download	11-11-2014 13:36		THE TACTICAL AND STRATEGIC VALUE OF COMMODITY FUTURES - TheTacticalandStrategicValueofCommodityFutures.pdf » TheTacticalandStrategicValueofCommodityFutures.pdf File Options Download Description Other Versions Share	1693 downloads	1.0	Andreas Clenow
Download	11-11-2014 13:35		Overview of CTA Fund Industry - Preqin_HFSL_Oct_13_Overview_of_CTAs.pdf » Preqin_HFSL_Oct_13_Overview_of_CTAs.pdf File Options Download Description Other Versions Share	2386 downloads	1.0	Andreas Clenow

File Properties

Following the Trend

Documents