Original Thread

• Trend Following with Managed Futures by Alex Greyserman & Kathryn Kaminski
• *A Quantitative Approach to Tactical Asset Allocation* by Meb Faber
• Time Series Momentum by Tobias Moskowitz
• Two Centuries of Trend Following by Capital Fund Management
• Risk in Hedge Funds Strategies: Theory and Evidence from Trend Followers by Fung & Hsieh
• The Convexity of Trend Following by Capital Fund Management
• Market Timing with Moving Averages: Anatomy and Performance of Trading Rules by Valeriy Zakamulin
• Trend Filtering Methods for Momentum Strategies by Bruder et al
• *Understanding the Momentum Risk Premium: An In-Depth Journey Through Trend-Following Strategies* by Jusselin et al