Investment Articles and Information
Momentum Research Papers
The 52-Week High, Momentum, and Predicting Mutual Fund Returns
| ssrn-id1462408.pdf |
Fact, Fiction and Momentum Investing
| ssrn-id24353231_copy.pdf |
Absolute Momentum: a Simple Rule-Based Strategy and Universal Trend-Following Overlay
| absolute_momentum_a_simple_rule-based_strategy_and_universal.pdf |
Risk Premia Harvesting Through Dual Momentum
| risk_premia_harvesting_through_dual_momentum.pdf |
The Case for Momentum Investing
| the_case_for_momentum_investing.pdf |
Time Series Momentum
| time_series_momentum.pdf |
Adaptive Asset Allocation: A Primer
| darwin-adaptive-asset-allocation.pdf |
Gold Research Papers
Facts and Fantasies about Gold
| facts_and_fantasies_about_gold_jan_2014.pdf |
Volatility Trading Research Papers
Easy Volatility Investing
| easy_volatility_investing.pdf |
Cycle Trading Papers
The U.S. Presidency and the Stock Market: A political relationship study of the market performance
| presidential_cycles.pdf |
Market Valuation
CAPE around the World- Update 2014 – The Relationship between Risk and Return
| ssrn-id2470935.pdf |
Does the Shiller-PE work in emerging markets?
| ssrn-id2088140.pdf |
Valuation Based Equity Market Forecasts: Q2 2014
| __www.advisorperspectives.com_dshort_guest_bp-140714-valua.pdf |
GLOBAL VALUE: BUILDING TRADING MODELS WITH THE 10-YEAR CAPE
| ssrn-id2129474.pdf |
Strategic Asset Allocation: The Global Multi-Asset Market Portfolio 1959-2011
| ssrn-id2170275.pdf |
Value Matters: Predictability of Stock Index Returns
| ssrn-id2031406.pdf |