Resources

• A Century of Evidence on Trend Following Investing (PDF)
• Two Centuries of Trend Following (PDF).
• On the Origins and Nature of Trend Following (WEB)
• Speculation as a Fine Art: Dickson Watts (PDF)
• Memoirs of Extraordinary Popular Delusions by Charles MacKay Volume 1; 1841 (PDF)
• Memoirs of Extraordinary Popular Delusions by Charles MacKay Volume 1; 1852 (PDF)
• Reminiscences of a Stock Operator; 1923 (PDF)
• Efficient Market Theory: When will it die? (PDF)
• Time series momentum (PDF)
• Trend following and the MCM system: An interview with Paul Mulvaney (PDF)
• Historical Performance of Trend Following (PDF)
• The Psychology and Neuroscience of Financial Decision Making (PDF)
• Economics Needs a Scientific Revolution (PDF)
• David Harding Interview I (PDF)
• David Harding Interview II (PDF)
• Financial Market History (PDF)
• The Loser’s Game (PDF)
• Fifty Years in Wall Street (PDF)
• Zero Sum Nature of Markets (PDF)
• PBS Special: Trillion Dollar Bet (VHS)
• Trend Following Risk & Return (PDF)
• David Hsieh & William Fung: Theory and Evidence (PDF)
• A Tail of Two Worlds: Fat Tails and Investing (PDF)
• Too Big to Fail: Long-Term Capital Management (PDF)
• Bet Sizing: Ed Seykota and David Druz (PDF)
• Gibbons Burke on Money Management (PDF)
• Frequency v. Magnitude (PDF)
• Kelly Original Paper March 21, 1956 (PDF)
• Decision-Making (PDF)
• Faith in the Markets (PDF)
• Mini-Contracts (PDF)
• Futures Basics (PDF)
• Trading Math Basics (PDF)
• Turtles in the Wall Street Journal (PDF)
• History of U.S. Bear & Bull Markets Since 1926 (PDF)
• Making Money From Mathematical Models (PDF)
• Run Profits, Cut Losses (PDF)
• Review of Michael Moore’s film on capitalism here.

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