Subject
Condensed Matter Physics,Statistics and Probability
Reference30 articles.
1. Trend Following (Updated Edition): Learn to Make Millions in Up or Down Markets;Covel,2009
2. Following the Trend: Diversified Managed Futures Trading;Clenow,2013
3. Momentum Strategies
4. The Profitability of Momentum Strategies
5. Profitability of Momentum Strategies: An Evaluation of Alternative Explanations
Cited by
23 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Quantifying gas emissions through Vertical Radial Plume Mapping based on historical information;Measurement;2024-07
2. Optimal Trend Following Portfolios;SSRN Electronic Journal;2024
3. RUMP: Resource Usage Multi-Step Prediction in Extreme Edge Computing;Computer Communications;2023-10
4. Optimal trend-following portfolios;Journal of Investment Strategies;2023
5. MeX FX algorithm in temperature sensor data reconstruction;INTERNATIONAL CONFERENCE ON INDUSTRIAL, ENTERPRISE, AND SYSTEM ENGINEERING: Collaboration of Science, Technology, and Innovation Toward Sustainable Development;2023