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1. Useful Resources

2. An Overview of CTA Momentum Strategies by MAN AHL

3. A Century of Evidence on Trend-Following Investing

4. The AHL Story - for the First Time Ever!

5. Momentum Turning Points

6. Introduction to Winton Capital

7. Trending Fast and Slow

8. The Hedge Fund Journal CTA and Discretionary Trader Awards 2023

9. Position Sizing Volatility Targeting

10. Harnessing News Sentiment for FX Futures Strategies

11. Introducing the Oxford MAN Institute (Research Group)

12. Introduction to Deep Momentum Networks (Time Series Momentum Strategies)

13. Advanced Deep Momentum Networks with Change Point Detection

14. Cross-Sectional Momentum Strategies with Learning to Rank

15. Market Conditions that Favor Strategies

16. Enhancing Cross-Sectional Strategies by Context-Aware LTR with Self-Attention

1. Free 1 Month MlFinLab License.html

2. Join the Reading Group.html

1. Lecture Series by AHL on CTA Momentum Strategies.html

1. Introduction to a Century of Evidence.mp4

1. Introduction to a Century of Evidence.srt

2.1 A Century of Evidence on Trend-Following Investing.pdf

2. Annotated Paper A Century of Evidence on Trend-Following Investing.html

3. Types of Momentum Strategies.mp4

3. Types of Momentum Strategies.srt

4. Methodology.mp4

4. Methodology.srt

5. Time Series Momentum.mp4

5. Time Series Momentum.srt

6. Performance Over a Century.mp4

6. Performance Over a Century.srt

7. Performance During Crisis Periods.mp4

7. Performance During Crisis Periods.srt

8. Performance in Different Economic Environments.mp4

8. Performance in Different Economic Environments.srt

1. Introducing Man AHL.html

2. Podcast - The AHL Story Top Traders Unplugged.html

1. Introduction to Turning Points.mp4

1. Introduction to Turning Points.srt

2. Paper Momentum Turning Points.html

3. What Are Turning Points.mp4

3. What Are Turning Points.srt

4. Defining Slow and Fast.mp4

4. Defining Slow and Fast.srt

5. Slow and Fast Cycles.mp4

5. Slow and Fast Cycles.srt

6. The Effect of Noise and Persistence (Signal).mp4

6. The Effect of Noise and Persistence (Signal).srt

7. The Model.mp4

7. The Model.srt

8. Performance.mp4

8. Performance.srt

9. Beta and Alpha Decomposition.mp4

9. Beta and Alpha Decomposition.srt

10. Dynamic Speed Selection.mp4

10. Dynamic Speed Selection.srt

11. Dynamic vs. Static Strategies.mp4

11. Dynamic vs. Static Strategies.srt

12. Case Study Why the Achilles Heel of Momentum Strategies Poses a Risk.html

1. Introduction to Winton Capital.html

2. David Harding Talks to Bloomberg.html

1. Paper Trending Fast and Slow.html

2. Introduction to Trending Fast and Slow.mp4

2. Introduction to Trending Fast and Slow.srt

3. Theory.mp4

3. Theory.srt

4. Inisghts on the speeds (window periods).mp4

4. Inisghts on the speeds (window periods).srt

5. Approaches to Risk Management.mp4

5. Approaches to Risk Management.srt

6. Signal Construction.mp4

6. Signal Construction.srt

7. Statistics of the S&P 500.mp4

7. Statistics of the S&P 500.srt

8. Momentum Under Different Regimes.mp4

8. Momentum Under Different Regimes.srt

9. Sources of Out-Performance.mp4

9. Sources of Out-Performance.srt

10. Application to the Broader Universe.mp4

10. Application to the Broader Universe.srt

11. Conclusion.mp4

11. Conclusion.srt

12.1 Paid to be Paranoid Trending Fast and Slow.pdf

12. Case Study Paid to be Paranoid Trending, Fast and Slow.html

1. The Hedge Fund Journal CTA and Discretionary Trader Awards 2023.html

1.1 Annotated The Impact of Volatility Targeting.pdf

1. Annotated Paper The Impact of Volatility Targeting.html

2. Notebook Practical Build your Own Backtest.html

3. Introduction to Volatility Targeting.mp4

3. Introduction to Volatility Targeting.srt

4. Key Concepts.mp4

4. Key Concepts.srt

5. Findings and Data Sets.mp4

5. Findings and Data Sets.srt

6. Applying Volatility Targeting (Scaling).mp4

6. Applying Volatility Targeting (Scaling).srt

7. Performance in Equities.mp4

7. Performance in Equities.srt

8. Performance in Bonds and Other Asset Classes.mp4

8. Performance in Bonds and Other Asset Classes.srt

9. Why Volatility Targeting Works.mp4

9. Why Volatility Targeting Works.srt

10. Case Study Volatility is Back - Better to Target Returns or Target Risk.html

11. Case Study We See Risk Where Others May Not.html

1. Introduction to RavenPack.html

2.1 RavenPack-White-Paper-Harnessing-News-Sentiment-for-FX-Futures-Strategies_147D20D27 ANNOTATED.pdf

2. Case Study Harnessing News Sentiment for FX Futures Strategies by RavenPack.html

3. Introduction to News Sentiment.mp4

3. Introduction to News Sentiment.srt

4. Methodology - Trend Following and Mean Reversion.mp4

4. Methodology - Trend Following and Mean Reversion.srt

5. Results.mp4

5. Results.srt

6. Conclusion.mp4

6. Conclusion.srt

1. Introducing the Research Group and their Industry Partners.html

1. Paper Enhancing Time Series Momentum Strategies Using Deep Neural Networks.html

2.1 Github Repo.html

2. Code Deep Momentum Networks.html

3. Introduction to Deep Momentum Networks.mp4

3. Introduction to Deep Momentum Networks.srt

4. Insights on Momentum Strategies.mp4

4. Insights on Momentum Strategies.srt

5. Landmark Paper Returns to Buying Winners and Selling Losers.html

6. Construction of Trading Signals.mp4

6. Construction of Trading Signals.srt

7. Loss Function and Architecture.mp4

7. Loss Function and Architecture.srt

8. The Data Used.mp4

8. The Data Used.srt

9. Performance Evaluation.mp4

9. Performance Evaluation.srt

10. OMI Lecture on Deep Momentum Networks.html

1. Paper Slow Momentum with Fast Reversion.html

2. Code Advanced Deep Momentum Networks.html

3. Introduction Deep Mom Networks with Change Point Detection.mp4

3. Introduction Deep Mom Networks with Change Point Detection.srt

4. Momentum and Mean Reversion.mp4

4. Momentum and Mean Reversion.srt

5. Change Point Detection.mp4

5. Change Point Detection.srt

6. Methodology.mp4

6. Methodology.srt

7. Results.mp4

7. Results.srt

8. Paper Trading with the Momentum Transformer.html

9. Code Momentum Transformer.html

1.1 Building Cross-Sectional Systematic Strategies.pdf

1. Paper Annotated Building Cross-Sectional Systematic Strategies By LTR.html

2. Transfer Ranking in Finance by Daniel Poh.html

3. Introduction to Learning to Rank in Trading.mp4

3. Introduction to Learning to Rank in Trading.srt

4. The Oxford MAN Institute.mp4

4. The Oxford MAN Institute.srt

5. Cross Sectional Momentum (CSM) Strategies.mp4

5. Cross Sectional Momentum (CSM) Strategies.srt

6. Anatomy of a CSM Strategy.mp4

6. Anatomy of a CSM Strategy.srt

7. Score Calculation.mp4

7. Score Calculation.srt

8. What is Learning to Rank.mp4

8. What is Learning to Rank.srt

9. How to do it in Finance.mp4

9. How to do it in Finance.srt

10. Performance Results.mp4

10. Performance Results.srt

11. Learning to build a LTR Strategy.mp4

11. Learning to build a LTR Strategy.srt

12.1 Constructing Cross-sectional Systematic Strategies by Learning to Rank.html

12. External Lecture Constructing Cross-sectional Systematic Strategies by LTR.html

13.1 “Learning to Rank” by Sophie Watson.html

13. External Lecture Learning to Rank by Sophie Watson.html

14. Python Library for LambdaMart Implementation.html

1.1 Baz et al with annotations.pdf

1. Annotated Paper Dissecting Investment Strategies in the Cross Section....html

2. Introduction to Favourable Market Conditions.mp4

2. Introduction to Favourable Market Conditions.srt

3. Key Takeaways.mp4

3. Key Takeaways.srt

4. Carry Strategy.mp4

4. Carry Strategy.srt

5. Momentum Strategy.mp4

5. Momentum Strategy.srt

6. Value Strategy.mp4

6. Value Strategy.srt

7. Important - Valuable Insight! Signal Construction.mp4

7. Important - Valuable Insight! Signal Construction.srt

8. Code Use this Code to Create the Momentum Features.html

9. Portfolio Construction.mp4

9. Portfolio Construction.srt

10. Results.mp4

10. Results.srt

1. Paper Enhancing CS Strategies by Context-Aware LTR with Self-Attention.html

2. Introduction to an Advanced LTR Method.mp4

2. Introduction to an Advanced LTR Method.srt

3. Overview Paper.mp4

3. Overview Paper.srt

4. Model Overview.mp4

4. Model Overview.srt

5. Backtest Method for CSM Strategy.mp4

5. Backtest Method for CSM Strategy.srt

6. Enhancing the Ranking.mp4

6. Enhancing the Ranking.srt

7. Context Aware Model and Encodings.mp4

7. Context Aware Model and Encodings.srt

8. Transformer Architecture.mp4

8. Transformer Architecture.srt

9. Experiment Methodology.mp4

9. Experiment Methodology.srt

10. Strategy Performance.mp4

10. Strategy Performance.srt