Documents

Name	Downloads	Version	Owner
Name	Downloads	Version	Owner
Public
Time Series Momentum - TimeSeriesMomentum.pdf » TimeSeriesMomentum.pdf File Options Download Description Other Versions Share	462 downloads	1.0	Andreas Clenow
Stocks on the Move Ranking Logic - AppleRegressionLogic.xlsx » AppleRegressionLogic.xlsx File Options Download Description Other Versions Share	929 downloads	1.0.1	Andreas Clenow
101 Formulaic Alphas - ssrn-id2701346copy.pdf » ssrn-id2701346copy.pdf File Options Download Description Other Versions Share	4954 downloads	1.0	Andreas Clenow
Profitable Momentum Trading Strategies for Individual Investors - SSRN-id2420743.pdf » SSRN-id2420743.pdf File Options Download Description Other Versions Share	1326 downloads	1.0.1442830669	Andreas Clenow
Stocks on the Move: Regression Spreadsheet - SlopeCalc.xlsx » SlopeCalc.xlsx File Options Download Description Other Versions Share	755 downloads	1.0	Andreas Clenow
Forty Years, Thirty Currencies and 21,000 Trading Rules - SSRN-id2517125.pdf » SSRN-id2517125.pdf File Options Download Description Other Versions Share	966 downloads	1.0	Andreas Clenow
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	857 downloads	1.0	Andreas Clenow
Building trading models with the 10 year CAPE - FaberStocksCAPE10YearCAPE.pdf » FaberStocksCAPE10YearCAPE.pdf File Options Download Description Other Versions Share	635 downloads	1.0	Andreas Clenow
Can small investors exploit the momentum effect? - Cansmallinvestorsexploitthemomentumeffect-Siganos.pdf » Cansmallinvestorsexploitthemomentumeffect-Siganos.pdf File Options Download Description Other Versions Share	763 downloads	1.0	Andreas Clenow
Buffett’s Alpha - BuffettsAlpha-FrazziniKabillerandPedersen.pdf » BuffettsAlpha-FrazziniKabillerandPedersen.pdf File Options Download Description Other Versions Share	642 downloads	1.0	Andreas Clenow
Breaking into the Black Box - BREAKINGINTOTHEBLACKBOX.pdf » BREAKINGINTOTHEBLACKBOX.pdf File Options Download Description Other Versions Share	804 downloads	1.0	Andreas Clenow
Comparisons of Commodity and Managed Futures Benchmark Indices - Ben896.pdf » Ben896.pdf File Options Download Description Other Versions Share	502 downloads	1.0	Andreas Clenow
Are All CTA’s Created Equal? - AreAllCTAsCreatedEqual.pdf » AreAllCTAsCreatedEqual.pdf File Options Download Description Other Versions Share	627 downloads	1.0	Andreas Clenow
Taking A Peek Inside The Turtle’s Shell - Ande99-TakingAPeekInsideTheTurtlesShell.pdf » Ande99-TakingAPeekInsideTheTurtlesShell.pdf File Options Download Description Other Versions Share	690 downloads	1.0	Andreas Clenow
Analysis of Trend Following Systems - Analysis-of-Trend-Following-Systems.pdf » Analysis-of-Trend-Following-Systems.pdf File Options Download Description Other Versions Share	999 downloads	1.0	Andreas Clenow
A Primer on Momentum - APrimeronMomentum-Croce2012.pdf » APrimeronMomentum-Croce2012.pdf File Options Download Description Other Versions Share	788 downloads	1.0	Andreas Clenow
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	926 downloads	1.0	Andreas Clenow
What Drives Portfolio Returns In Times of Stress and Dislocation? - 4.CAIAMemberContribution.pdf » 4.CAIAMemberContribution.pdf File Options Download Description Other Versions Share	629 downloads	1.0	Andreas Clenow
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	922 downloads	1.0	Andreas Clenow
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	715 downloads	1.0	Andreas Clenow
The Cross-Sectional Profitability of Technical Analysis - SSRN-id1656460.pdf » SSRN-id1656460.pdf File Options Download Description Other Versions Share	571 downloads	1.0	Andreas Clenow
Original Turtle Rules - OriginalTurtleRules.pdf » OriginalTurtleRules.pdf File Options Download Description Other Versions Share	726 downloads	1.0	Andreas Clenow
Managed Futures Tail Risk - Managed_Futures_Tail_Risk.pdf » Managed_Futures_Tail_Risk.pdf File Options Download Description Other Versions Share	547 downloads	1.0	Andreas Clenow
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	589 downloads	1.0	Andreas Clenow
Exploiting Commodity Momentum Along the Futures Curve - SSRN-id2485314.pdf » SSRN-id2485314.pdf File Options Download Description Other Versions Share	694 downloads	1.0	Andreas Clenow
A Quantitative Approach to Tactical Asset Allocation - AQuantitativeApproachtoTacticalAssetAllocation.pdf » AQuantitativeApproachtoTacticalAssetAllocation.pdf File Options Download Description Other Versions Share	974 downloads	1.0	Andreas Clenow
Momentum Strategies in Futures Markets and Trend-Following Funds - SSRN-id1968996.pdf » SSRN-id1968996.pdf File Options Download Description Other Versions Share	632 downloads	1.0	Andreas Clenow
Volatility Exposure of CTA Programs and Other Hedge Fund Strategies - NewVolatilityArticle-Aug2006.pdf » NewVolatilityArticle-Aug2006.pdf File Options Download Description Other Versions Share	1681 downloads	1.0	Andreas Clenow
Fact, Fiction and Momentum Investing - SSRN-id2435323.pdf » SSRN-id2435323.pdf File Options Download Description Other Versions Share	654 downloads	1.0	Andreas Clenow
Trend Factor: A New Determinant of Cross-Section Stock Returns - SSRN-id2182667.pdf » SSRN-id2182667.pdf File Options Download Description Other Versions Share	2262 downloads	1.0	Andreas Clenow
Sortino: A ‘Sharper’ Ratio - Sortino_ASharperRatio_RedRockCapital.pdf » Sortino_ASharperRatio_RedRockCapital.pdf File Options Download Description Other Versions Share	574 downloads	1.0	Andreas Clenow
MANAGED FUTURES AND HEDGE FUNDS: A MATCH MADE IN HEAVEN - Kat_AMatchMadeinHeavenJOIM2004.pdf » Kat_AMatchMadeinHeavenJOIM2004.pdf File Options Download Description Other Versions Share	470 downloads	1.0	Andreas Clenow
Revisiting Kat's Managed Futures and Hedge Funds - RevisitingKat_RollingerSep2012.pdf » RevisitingKat_RollingerSep2012.pdf File Options Download Description Other Versions Share	763 downloads	1.0	Andreas Clenow
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	662 downloads	1.0	Andreas Clenow
Quest #2: Know Your Skew - KnowYourSkew.pdf » KnowYourSkew.pdf File Options Download Description Other Versions Share	601 downloads	1.0	Andreas Clenow
Quest #3: Quantitative Trend Following Strategies and Equity Risk - QuestResearchNotes-DiversifiervsHedgeApril2013.pdf » QuestResearchNotes-DiversifiervsHedgeApril2013.pdf File Options Download Description Other Versions Share	652 downloads	1.0	Andreas Clenow
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	623 downloads	1.0	Andreas Clenow
Quest #5: Hedge Fund Index Replication - QuestCTAResearchSeries-5HedgeFundIndexReplication-September2014.pdf » QuestCTAResearchSeries-5HedgeFundIndexReplication-September2014.pdf File Options Download Description Other Versions Share	570 downloads	1.0	Andreas Clenow
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	594 downloads	1.0	Andreas Clenow
The MOM-TOM Effect: Detecting the Market Impact of CTA Trading - SSRN-id2515900.pdf » SSRN-id2515900.pdf File Options Download Description Other Versions Share	554 downloads	1.0	Andreas Clenow
Two centuries of trend following - Twocenturiesoftrend-following.pdf » Twocenturiesoftrend-following.pdf File Options Download Description Other Versions Share	581 downloads	1.0	Andreas Clenow
Managed Futures: Staying the Course - ManagedFutures_StayingTheCourse.pdf » ManagedFutures_StayingTheCourse.pdf File Options Download Description Other Versions Share	544 downloads	1.0	Andreas Clenow
A Comparison of CTA Indexes - AComparisonofCTAIndexesNov2013.pdf » AComparisonofCTAIndexesNov2013.pdf File Options Download Description Other Versions Share	486 downloads	1.0	Andreas Clenow
Backtesting - Backtesting-CampbellHarvingNov222013.pdf » Backtesting-CampbellHarvingNov222013.pdf File Options Download Description Other Versions Share	1179 downloads	1.0	Andreas Clenow
THE TACTICAL AND STRATEGIC VALUE OF COMMODITY FUTURES - TheTacticalandStrategicValueofCommodityFutures.pdf » TheTacticalandStrategicValueofCommodityFutures.pdf File Options Download Description Other Versions Share	502 downloads	1.0	Andreas Clenow
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	1072 downloads	1.0	Andreas Clenow

Username

Password


Remember me

Forgot Password?
Join Us

File Properties

Following the Trend

Documents