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# TSeries Momentum - technical papers
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## 2010 [Time series momentum](http://docs.lhpedersen.com/TimeSeriesMomentum.pdf) Tobias J. Moskowitz, Yao Hua Ooi, Lasse Heje Pedersen
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https://www.aqr.com/Insights/Research/Journal-Article/Time-Series-Momentum
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## 2013 Baltas [Momentum Strategies in Futures Markets and Trend-following Funds](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1968996)
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- 2013 [Trend Following, Risk Parity and Momentum in Commodity Futures](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2126813) Steve Cohen
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- Alternative Risk Premia: What Do We Know?
Thierry Roncalli, Quantitative Research - Amundi
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## AQR
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https://www.aqr.com/Insights/Research/Journal-Article/A-Century-of-Evidence-on-Trend-Following-Investing
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- 2019  https://www.aqr.com/Insights/Research/Journal-Article/You-Cant-Always-Trend-When-You-Want
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Our findings suggest that the lower returns in the current decade are due to **fewer large moves across markets over this time period**, as opposed to a decline in the strategy’s ability to profit from trends
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# Parents
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* Momentum Strategy⏎