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目前顯示的是 9月, 2017的文章

Some links about momentum and trend

Short Term Momentum and Long Term Reversals Can Coexist https://alphaarchitect.com/2017/08/30/short-term-momentum-and-long-term-reversals-can-coexist/ Diversification Benefits of Time Series Momentum https://alphaarchitect.com/2017/08/10/diversification-benefits-time-series-momentum/ A positive batting average trend follower? Introducing Trend Vigor. https://quantstrattrader.wordpress.com/2014/05/25/a-positive-batting-average-trend-follower-introducing-trend-vigor-2/ Dual Thrust Trading Algorithm https://www.quantconnect.com/tutorials/dual-thrust-trading-algorithm/ two centuries of momentum https://blog.thinknewfound.com/2018/03/two-centuries-of-momentum/ DIVERSIFICATION – WHAT MOST NOVICE INVESTORS MISS ABOUT TREND FOLLOWING http://investresolve.com/blog/diversification-what-most-novice-investors-miss-about-trend-following/