CTA Execution Timing: Turning the Clock into Alpha
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paper (PDF)
Submitted: November, 2025
How Can Decoding Enhance Risk Parity?
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paper (PDF)
Submitted: October, 2025
CTA Trend Replication: Is Medium-Term Trend Following the Weakest Link?
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paper (PDF)
Submitted: September, 2025
Augmented Short Term CTA Replication
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paper (PDF)
Submitted: September, 2025
A Long-Term Perspective on CTA Trend-Following Performance
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paper (PDF)
Submitted: July, 2025
Decoding Long/Short Equity Hedge Funds
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paper (PDF)
Submitted: May, 2025
ML Driven Decoding: A Path to Outperformance in Tactical Risk Parity
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paper (PDF)
Submitted: Mars, 2025
Turning Trend Following into an Actual Risk-Off Strategy: A Novel Approach to Enhancing Portfolio Resilience
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paper (PDF)
Submitted: Mars, 2025
Examining Systematic Global Macro Funds
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paper (PDF)
Submitted: Mars, 2025
