Awesome resources from Cantab

“ The rules of thumb of systematic modelling is that if one can’t generate profits with relatively simple models then more sophisticated models which do generate profits should be treated with extra scepticism” -Ewan Kirk

TREND AND CARRY EVERYWHERE https://www.cantabcapital.com/we-think/trend-is-not-your-only-friend

THE ART OF BACKTESTING: https://www.cantabcapital.com/we-think/the-art-of-backtesting

DOES MY TAIL LOOK FAT IN THIS https://www.cantabcapital.com/we-think/does-my-tail-look-fat-in-this-1

https://www.cantabcapital.com/we-think/does-my-tail-look-fat-in-this-part-2

Two benchmarks for momentum trading https://cib.societegenerale.com/fileadmin/indices_feeds/Two_Benchmarks_for_Momentum_Trading.pdf

Improvements in the Newedge Trend Indicator https://cib.societegenerale.com/fileadmin/indices_feeds/Improvements_to_the_Trend_Indicator.pdf

Momentum Crashes http://www.sciencedirect.com/science/article/pii/S0304405X16301490