Influential Recipes

  • Stocks on the Move, book by Andreas F. Clenow (French version by me!)

  • Quantitative Momentum, book by Wesley R. Gray and Jack R. Vogel

  • The Ivey Portfolio, book by Eric W. Richardson and Mebane Faber

  • Way of the Turtle, book by Curtis M. Faith

  • Adaptive Asset Allocation, book by Adam Butler and Michael Philbrick

  • Smarter Investing in any Economy, book by Michael J. Carr

  • Value and Momentum Everywhere, paper by Asness, Moskowitz and Pedersen

  • Returns to Buying Winners and Selling Losers, paper by Jegadeesh and Titman

  • Relative Strength and Portfolio Management, paper by John Lewis

  • Relative Strength Strategies for Investing, paper by Meb Faber

  • Does Trend Following Work on Stocks?  paper by Cole Wilcox and Eric Crittenden

More Recipes (includes my dog's favorite)