![]() TMT White Paper (May 2017) “Position Sizing (Vol 1)“ |
![]() 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“ |
![]() 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)“ |