# Momentum Strategy


- [The Factor Archives: Momentum](https://osam.com/Commentary/the-factor-archives-momentum)

[The Factor Archives: Momentum What Works on Wall Street Podcast](https://podcasts.apple.com/gb/podcast/what-works-on-wall-street-podcast/id1319518557?i=1000459580055)

## [Two centuries of trend following](https://arxiv.org/abs/1404.3274) ⏎
Y. Lempérière, C. Deremble, P. Seager, M. Potters, J. P. Bouchaud

short paper [Tail Risk Premia vs. Pure Alpha](https://knowen-production.s3.amazonaws.com/uploads/attachment/file/637/Lemperiere%2Betc%2BBouchaud%2BTail%2Brisk%2Bpremiums%2Bversus%2Bpure%2Balpha.pdf)
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## articles

2018 [Modeling Momentum and Reversals - Harvey J. Stein](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4064260)

https://www.olivermsa.com/msa-methodology.html

## Robert Engle [Dynamic Conditional Beta is Alive and Well](https://www.q-group.org/wp-content/uploads/2014/01/2013sp-Engle-Dynamic-Conditional-Beta-.pdf)

RIGHT-WAY RISK!!!! SEE my paper





# Parents

* Quantitative investing