📁 1. Useful Resources
1. Free 1 Month MlFinLab License.html (3.52 KB)
2. Join the Reading Group.html (2.86 KB)
📁 10. Harnessing News Sentiment for FX Futures Strategies
1. Introduction to RavenPack.html (1.69 KB)
2. Case Study Harnessing News Sentiment for FX Futures Strategies by RavenPack.html (711.00 B)
2.1 RavenPack-White-Paper-Harnessing-News-Sentiment-for-FX-Futures-Strategies_147D20D27 ANNOTATED.pdf (4.82 MB)
3. Introduction to News Sentiment.mp4 (6.87 MB)
3. Introduction to News Sentiment.srt (1.70 KB)
4. Methodology – Trend Following and Mean Reversion.mp4 (130.62 MB)
4. Methodology – Trend Following and Mean Reversion.srt (21.44 KB)
5. Results.mp4 (87.47 MB)
5. Results.srt (13.98 KB)
6. Conclusion.mp4 (7.07 MB)
6. Conclusion.srt (2.91 KB)
📁 11. Introducing the Oxford MAN Institute (Research Group)
1. Introducing the Research Group and their Industry Partners.html (1.97 KB)
📁 12. Introduction to Deep Momentum Networks (Time Series Momentum Strategies)
1. Paper Enhancing Time Series Momentum Strategies Using Deep Neural Networks.html (1.25 KB)
10. OMI Lecture on Deep Momentum Networks.html (1.63 KB)
2. Code Deep Momentum Networks.html (446.00 B)
2.1 Github Repo.html (112.00 B)
3. Introduction to Deep Momentum Networks.mp4 (10.36 MB)
3. Introduction to Deep Momentum Networks.srt (2.81 KB)
4. Insights on Momentum Strategies.mp4 (17.27 MB)
4. Insights on Momentum Strategies.srt (6.04 KB)
5. Landmark Paper Returns to Buying Winners and Selling Losers.html (916.00 B)
6. Construction of Trading Signals.mp4 (9.99 MB)
6. Construction of Trading Signals.srt (4.77 KB)
7. Loss Function and Architecture.mp4 (14.01 MB)
7. Loss Function and Architecture.srt (4.97 KB)
8. The Data Used.mp4 (11.99 MB)
8. The Data Used.srt (4.69 KB)
9. Performance Evaluation.mp4 (68.38 MB)
9. Performance Evaluation.srt (12.22 KB)
📁 13. Advanced Deep Momentum Networks with Change Point Detection
1. Paper Slow Momentum with Fast Reversion.html (2.04 KB)
2. Code Advanced Deep Momentum Networks.html (432.00 B)
3. Introduction Deep Mom Networks with Change Point Detection.mp4 (9.29 MB)
3. Introduction Deep Mom Networks with Change Point Detection.srt (3.23 KB)
4. Momentum and Mean Reversion.mp4 (24.91 MB)
4. Momentum and Mean Reversion.srt (9.08 KB)
5. Change Point Detection.mp4 (70.08 MB)
5. Change Point Detection.srt (20.63 KB)
6. Methodology.mp4 (32.03 MB)
6. Methodology.srt (7.44 KB)
7. Results.mp4 (79.98 MB)
7. Results.srt (18.29 KB)
8. Paper Trading with the Momentum Transformer.html (1.32 KB)
9. Code Momentum Transformer.html (302.00 B)
📁 14. Cross-Sectional Momentum Strategies with Learning to Rank
1. Paper Annotated Building Cross-Sectional Systematic Strategies By LTR.html (1.44 KB)
1.1 Building Cross-Sectional Systematic Strategies.pdf (1.32 MB)
10. Performance Results.mp4 (40.42 MB)
10. Performance Results.srt (9.51 KB)
11. Learning to build a LTR Strategy.mp4 (4.65 MB)
11. Learning to build a LTR Strategy.srt (1.71 KB)
12. External Lecture Constructing Cross-sectional Systematic Strategies by LTR.html (316.00 B)
12.1 Constructing Cross-sectional Systematic Strategies by Learning to Rank.html (182.00 B)
13. External Lecture Learning to Rank by Sophie Watson.html (181.00 B)
13.1 “Learning to Rank” by Sophie Watson.html (109.00 B)
14. Python Library for LambdaMart Implementation.html (210.00 B)
2. Transfer Ranking in Finance by Daniel Poh.html (671.00 B)
3. Introduction to Learning to Rank in Trading.mp4 (11.83 MB)
3. Introduction to Learning to Rank in Trading.srt (3.68 KB)
4. The Oxford MAN Institute.mp4 (15.74 MB)
4. The Oxford MAN Institute.srt (6.78 KB)
5. Cross Sectional Momentum (CSM) Strategies.mp4 (15.94 MB)
5. Cross Sectional Momentum (CSM) Strategies.srt (4.66 KB)
6. Anatomy of a CSM Strategy.mp4 (22.86 MB)
6. Anatomy of a CSM Strategy.srt (7.01 KB)
7. Score Calculation.mp4 (34.00 MB)
7. Score Calculation.srt (8.63 KB)
8. What is Learning to Rank.mp4 (26.56 MB)
8. What is Learning to Rank.srt (5.76 KB)
9. How to do it in Finance.mp4 (22.94 MB)
9. How to do it in Finance.srt (9.25 KB)
📁 15. Market Conditions that Favor Strategies
1. Annotated Paper Dissecting Investment Strategies in the Cross Section….html (1.07 KB)
1.1 Baz et al with annotations.pdf (784.69 KB)
10. Results.mp4 (49.11 MB)
10. Results.srt (8.78 KB)
2. Introduction to Favourable Market Conditions.mp4 (10.91 MB)
2. Introduction to Favourable Market Conditions.srt (2.42 KB)
3. Key Takeaways.mp4 (4.38 MB)
3. Key Takeaways.srt (1.05 KB)
4. Carry Strategy.mp4 (50.97 MB)
4. Carry Strategy.srt (8.86 KB)
5. Momentum Strategy.mp4 (11.37 MB)
5. Momentum Strategy.srt (3.27 KB)
6. Value Strategy.mp4 (84.88 MB)
6. Value Strategy.srt (18.52 KB)
7. Important – Valuable Insight! Signal Construction.mp4 (14.33 MB)
7. Important – Valuable Insight! Signal Construction.srt (3.10 KB)
8. Code Use this Code to Create the Momentum Features.html (299.00 B)
9. Portfolio Construction.mp4 (10.57 MB)
9. Portfolio Construction.srt (1.64 KB)
📁 16. Enhancing Cross-Sectional Strategies by Context-Aware LTR with Self-Attention
1. Paper Enhancing CS Strategies by Context-Aware LTR with Self-Attention.html (2.01 KB)
10. Strategy Performance.mp4 (23.99 MB)
10. Strategy Performance.srt (5.87 KB)
2. Introduction to an Advanced LTR Method.mp4 (5.43 MB)
2. Introduction to an Advanced LTR Method.srt (1.18 KB)
3. Overview Paper.mp4 (12.71 MB)
3. Overview Paper.srt (4.28 KB)
4. Model Overview.mp4 (10.07 MB)
4. Model Overview.srt (3.39 KB)
5. Backtest Method for CSM Strategy.mp4 (13.37 MB)
5. Backtest Method for CSM Strategy.srt (2.95 KB)
6. Enhancing the Ranking.mp4 (69.92 MB)
6. Enhancing the Ranking.srt (6.99 KB)
7. Context Aware Model and Encodings.mp4 (69.72 MB)
7. Context Aware Model and Encodings.srt (8.33 KB)
8. Transformer Architecture.mp4 (47.95 MB)
8. Transformer Architecture.srt (13.11 KB)
9. Experiment Methodology.mp4 (7.23 MB)
9. Experiment Methodology.srt (2.87 KB)
📁 2. An Overview of CTA Momentum Strategies by MAN AHL
1. Lecture Series by AHL on CTA Momentum Strategies.html (5.74 KB)
📁 3. A Century of Evidence on Trend-Following Investing
1. Introduction to a Century of Evidence.mp4 (6.85 MB)
1. Introduction to a Century of Evidence.srt (1.74 KB)
2. Annotated Paper A Century of Evidence on Trend-Following Investing.html (1.00 KB)
2.1 A Century of Evidence on Trend-Following Investing.pdf (1.88 MB)
3. Types of Momentum Strategies.mp4 (10.11 MB)
3. Types of Momentum Strategies.srt (2.95 KB)
4. Methodology.mp4 (40.19 MB)
4. Methodology.srt (16.48 KB)
5. Time Series Momentum.mp4 (17.32 MB)
5. Time Series Momentum.srt (5.14 KB)
6. Performance Over a Century.mp4 (12.94 MB)
6. Performance Over a Century.srt (4.50 KB)
7. Performance During Crisis Periods.mp4 (11.93 MB)
7. Performance During Crisis Periods.srt (3.85 KB)
8. Performance in Different Economic Environments.mp4 (24.63 MB)
8. Performance in Different Economic Environments.srt (7.67 KB)
📁 4. The AHL Story – for the First Time Ever!
1. Introducing Man AHL.html (2.46 KB)
2. Podcast – The AHL Story Top Traders Unplugged.html (5.64 KB)
📁 5. Momentum Turning Points
1. Introduction to Turning Points.mp4 (11.42 MB)
1. Introduction to Turning Points.srt (3.91 KB)
10. Dynamic Speed Selection.mp4 (31.90 MB)
10. Dynamic Speed Selection.srt (8.90 KB)
11. Dynamic vs. Static Strategies.mp4 (56.11 MB)
11. Dynamic vs. Static Strategies.srt (5.34 KB)
12. Case Study Why the Achilles Heel of Momentum Strategies Poses a Risk.html (975.00 B)
2. Paper Momentum Turning Points.html (1.12 KB)
3. What Are Turning Points.mp4 (22.55 MB)
3. What Are Turning Points.srt (6.25 KB)
4. Defining Slow and Fast.mp4 (4.86 MB)
4. Defining Slow and Fast.srt (1.48 KB)
5. Slow and Fast Cycles.mp4 (25.25 MB)
5. Slow and Fast Cycles.srt (7.96 KB)
6. The Effect of Noise and Persistence (Signal).mp4 (21.94 MB)
6. The Effect of Noise and Persistence (Signal).srt (6.87 KB)
7. The Model.mp4 (61.05 MB)
7. The Model.srt (3.97 KB)
8. Performance.mp4 (42.20 MB)
8. Performance.srt (10.13 KB)
9. Beta and Alpha Decomposition.mp4 (12.51 MB)
9. Beta and Alpha Decomposition.srt (4.17 KB)
📁 6. Introduction to Winton Capital
1. Introduction to Winton Capital.html (3.45 KB)
2. David Harding Talks to Bloomberg.html (4.46 KB)
📁 7. Trending Fast and Slow
1. Paper Trending Fast and Slow.html (1.24 KB)
10. Application to the Broader Universe.mp4 (33.89 MB)
10. Application to the Broader Universe.srt (7.92 KB)
11. Conclusion.mp4 (30.41 MB)
11. Conclusion.srt (6.69 KB)
12. Case Study Paid to be Paranoid Trending, Fast and Slow.html (443.00 B)
12.1 Paid to be Paranoid Trending Fast and Slow.pdf (1.38 MB)
2. Introduction to Trending Fast and Slow.mp4 (1.77 MB)
2. Introduction to Trending Fast and Slow.srt (487.00 B)
3. Theory.mp4 (49.07 MB)
3. Theory.srt (6.19 KB)
4. Inisghts on the speeds (window periods).mp4 (19.50 MB)
4. Inisghts on the speeds (window periods).srt (6.55 KB)
5. Approaches to Risk Management.mp4 (17.63 MB)
5. Approaches to Risk Management.srt (5.88 KB)
6. Signal Construction.mp4 (20.74 MB)
6. Signal Construction.srt (5.33 KB)
7. Statistics of the S&P 500.mp4 (10.17 MB)
7. Statistics of the S&P 500.srt (2.90 KB)
8. Momentum Under Different Regimes.mp4 (53.89 MB)
8. Momentum Under Different Regimes.srt (15.69 KB)
9. Sources of Out-Performance.mp4 (33.76 MB)
9. Sources of Out-Performance.srt (8.11 KB)
📁 8. The Hedge Fund Journal CTA and Discretionary Trader Awards 2023
1. The Hedge Fund Journal CTA and Discretionary Trader Awards 2023.html (6.43 KB)
📁 9. Position Sizing Volatility Targeting
1. Annotated Paper The Impact of Volatility Targeting.html (1.32 KB)
1.1 Annotated The Impact of Volatility Targeting.pdf (3.88 MB)
10. Case Study Volatility is Back – Better to Target Returns or Target Risk.html (807.00 B)
11. Case Study We See Risk Where Others May Not.html (725.00 B)
2. Notebook Practical Build your Own Backtest.html (2.59 KB)
3. Introduction to Volatility Targeting.mp4 (19.44 MB)
3. Introduction to Volatility Targeting.srt (5.90 KB)
4. Key Concepts.mp4 (23.55 MB)
4. Key Concepts.srt (5.99 KB)
5. Findings and Data Sets.mp4 (13.83 MB)
5. Findings and Data Sets.srt (3.38 KB)
6. Applying Volatility Targeting (Scaling).mp4 (36.73 MB)
6. Applying Volatility Targeting (Scaling).srt (13.74 KB)
7. Performance in Equities.mp4 (71.99 MB)
7. Performance in Equities.srt (16.68 KB)
8. Performance in Bonds and Other Asset Classes.mp4 (38.65 MB)
8. Performance in Bonds and Other Asset Classes.srt (10.49 KB)
9. Why Volatility Targeting Works.mp4 (79.15 MB)
9. Why Volatility Targeting Works.srt (9.34 KB)
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