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# Trend-Following and Kelly


## 2018 Sornette [Awareness of crash risk improves Kelly strategies in simulated financial time series](https://arxiv.org/ftp/arxiv/papers/2004/2004.09368.pdf)


- phase digram - on the plane of price impact and leverage

**3 regimes - behavioural regions!! - stable and unstable regions of the price**

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## public [Inelastic market hypothesis](https://knowen.org/nodes/28632) and TREND!
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- https://www.researchgate.net/publication/309572830_Meta-CTA_Trading_Strategies_based_on_the_Kelly_Criterion

## [On the Profitability of Momentum Strategies and Optimal Leverage Rules](http://www.usbe.umu.se/ues/ues974.pdf)


- https://www.turtletrader.com/data/

# Parents

* Momentum Strategy