Research Papers

Recent Papers


TMT White Paper (May 2017)
Position Sizing (Vol 1)
Mean Reversion

 
TMT White Paper (Apr 2014)
Long-Side M-R & the US Stock Market
 
TMT White Paper (Oct 2014)
Swing Trade Cycle Analysis
 
TMT White Paper (Nov 2014)
Analyzing Short-Term Underperformance
 
TMT White Paper (Jun 2015)
Exploiting End of Day Weakness
 
TMT White Paper (Jul 2015)
Understanding End of Day Strength
 
TMT White Paper (Oct 2016)
Mean Reversion Basics (Introduction)
 
TMT White Paper (Nov 2016)
Mean Reversion Basics (Size)
 
TMT White Paper (Dec 2016)
Mean Reversion Basics (Persistence)
 
TMT White Paper (Feb 2017)
Mean Reversion Basics (State)

TMT White Paper (Mar 2017)
Mean Reversion Basics (Exits)

Trend Following


TMT Study (Jan 2014)
Trend Following Basics

TMT White Paper (Apr 2015)
The End of the Trend
 
TMT White Paper (Sep 2016)
Golden Cross vs Death Cross

Seasonality


TMT White Paper (May 2014)
Daily Seasonality in the US Stock Market

TMT White Paper (Jun 2014)
S&P500 Index – Daytime vs Night-time Performance
 
TMT White Paper (Jul 2014)
Monthly Seasonality in the US Stock Market
 
TMT White Paper (Dec 2014)
Demystifying the Santa Claus Rally
 
TMT White Paper (Jan 2015)
The January Effect
 
TMT White Paper (Feb 2015)
The January Indicator
Opening Gaps


TMT White Paper (Nov 2015)
Understanding Opening Gaps (Part 1)

TMT White Paper (Jan 2016)
Understanding Opening Gaps (Part 2)

TMT White Paper (Mar 2016)
Understanding Opening Gaps (Part 3)

Misc Studies


TMT Study (Jan 2014)
Tools of the Trade
 
TMT Study (Jan 2014)
Friends & Foes
 
TMT Study (Jan 2014)
Measuring Performance
 
TMT Study (Jan 2014)
Misconceptions

TMT White Paper (Apr 2016)
Exit Strategies (Part 1)

TMT White Paper (Aug 2016)
Buy & Hold – Managing Risk
  
TMT White Paper (May 2017)
Position Sizing (Vol 1)