# Momentum Crashes

## [Zooming In on Equity Factor Crowding](https://arxiv.org/pdf/2001.04185.pdf)
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[Two centuries of trend following](https://arxiv.org/pdf/1404.3274.pdf)
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- 2016 [Momentum crashes](http://www.kentdaniel.net/papers/published/jfe_16.pdf) Kent Daniel, Tobias J. Moskowitz

- 2017 Dobryanskay [Dynamic Momentum and Contrarian Trading](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3041227)

- meta-CTA...

- [speed of moves - Derman time](http://emanuelderman.com/wp-content/uploads/2002/07/derman-intrinsic-time.pdf)

## 2022 [Night Moves: Is the Overnight Drift the Grandmother of All Market Anomalies?](https://elmwealth.com/night-moves-overnight-drift/?utm_content=212486792&utm_medium=social&utm_source=linkedin&hss_channel=lcp-9457671)
Victor Haghani, Vladimir Ragulin and Richard Dewey

## https://www.oaktreecapital.com/docs/default-source/memos/panmure-house.pdf

# Parents

* TSeries Momentum - technical papers
* Moskowitz and Pedersen