Friday May 04, 2018
The Momentum StrategyThe working paper "Momentum in a Funds Context--- Critically-Different Choices" is available here and on the first page of www.thetradedportfolio.com.
Sunday April 22, 2018
New WebsiteIt's official, www.thetradedportfolio.com is now operational.
Sunday February 18, 2018
Working PaperA working paper providing a complete specification of a new and improved momentum algorithm has just been completed. It presents numerous performance and reliability tests using extensive amounts of data from 1926 onward. It has been embargoed due to having been entered into a contest, but will be made available to all soon.