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Author:Mihail Turlakov
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# Trend-Following and Kelly ## [Thorp - Inefficient Markets](https://knowen-production.s3.amazonaws.com/uploads/attachment/file/574/101229_thorp%2Binefficient%2Bmarkets.pdf) ## 2018 Sornette [Awareness of crash risk improves Kelly strategies in simulated financial time series](https://arxiv.org/ftp/arxiv/papers/2004/2004.09368.pdf) ⏎ ## public [Inelastic market hypothesis](https://knowen.org/nodes/28632) and TREND! ⏎ ## https://www.researchgate.net/publication/309572830_Meta-CTA_Trading_Strategies_based_on_the_Kelly_Criterion ⏎ ⏎ - phase digram - on the plane of price impact and leverage **3 regimes - behavioural regions!! - stable and unstable regions of the price** ##public [Inelastic market hypothesis](https://knowen.org/nodes/28632) and TREND! ⏎ - 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 * Outstanding questions
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