More to come, but a good first installment: 1. A Century of Evidence on Trend-Following Investing: http://www.trendfollowing.com/whitepaper/Century_Evidence_Trend_Following.pdf 2. Two Centuries of Trend Following: http://www.trendfollowing.com/whitepaper/Two_Centuries_Trend_Following.pdf 3. Economics Needs a Scientific Revolution: http://www.trendfollowing.com/whitepaper/Economics_Scientific_Revolution.pdf 4. Origins of Trend Following: http://www.michaelcovel.com/pdfs/stig-ostgaard.pdf
Good reading (PDF): http://www.trendfollowing.com/whitepaper/WRP_2004_1.pdf Sorting the Sheep from the Goats: Determination of Good from Bad Investments Using Quantitative Measures
Return Dispersion and Counterintuitive Correlation, examines this return dispersion and how idiosyncratic risks have the potential to be reduced by diversification: https://www.campbell.com/_documents...nterintuitive Correlation - February 2015.pdf