Links to Other Sigma401k Research

Statistical Diagnostics of DAA Portfolios vs. Pure Factors

Links to Key Momentum Literature

Fact, Fiction and Momentum Investing

Longest Backtest: 212 Years of Price Momentum

AQR Capital Blog

Links to Trend & Techincal Analysis Literature

Papers for and against

Links to Other Media (Podcasts, Videos, etc.)

Bloomberg Master's in Business Podcast: Thomas Gillovich/human-behavior

Books on Behavioral Finance / Economics

Thinking, Fast and Slow