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References

Methodology

The academic and practitioner work the models draw on. TradeIntel's specific implementations and parameters are proprietary; citation does not imply endorsement by the authors.

[1]
Jegadeesh, N. and Titman, S. (1993). Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency. Journal of Finance. View paper ↗
[2]
Moskowitz, T., Ooi, Y. H. and Pedersen, L. H. (2012). Time Series Momentum. Journal of Financial Economics. View paper ↗
[3]
Faber, M. (2007). A Quantitative Approach to Tactical Asset Allocation. Journal of Wealth Management. View paper ↗
[4]
Wilder, J. W. (1978). New Concepts in Technical Trading Systems. (RSI, ADX.)
[5]
Lehmann, B. (1990). Fads, Martingales, and Market Efficiency. Quarterly Journal of Economics. View paper ↗
[6]
Jegadeesh, N. (1990). Evidence of Predictable Behavior of Security Returns. Journal of Finance. View paper ↗
[7]
Whaley, R. (2000). The Investor Fear Gauge. Journal of Portfolio Management. View paper ↗
[8]
Estrella, A. and Mishkin, F. (1998). Predicting U.S. Recessions: Financial Variables as Leading Indicators. Review of Economics and Statistics. View paper ↗
[9]
Sahm, C. (2019). Direct Stimulus Payments to Individuals (the Sahm Rule recession indicator). The Hamilton Project, Brookings. View paper ↗
[10]
Sharpe, W. F. (1994). The Sharpe Ratio. Journal of Portfolio Management. View paper ↗

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