TREND / CONTRACTS / IMPLEMENTATIONMETHODS EDITION / 16 OCTOBER 2026
Managed Futures
Research

Methods with an inspectable record.
Reference data without execution claims.

Research Methods

Primary-source register

Source attribution supports a defined statement. It does not imply endorsement of this publication or its provider feature.

  1. Dao and coauthors: Tail Protection for Long Investors, Trend Convexity at Work
  2. Rej, Seager and Bouchaud: You Are in a Drawdown. When Should You Start Worrying?
  3. Daniel and Moskowitz: Momentum Crashes, Columbia Business School
  4. Moskowitz, Ooi and Pedersen: Time Series Momentum
  5. Moreira and Muir: Volatility Managed Portfolios, Yale-hosted paper
  6. Kenneth French Data Library: Daily Momentum Factor Construction
  7. NumPy: numpy.std definition and degrees of freedom
  8. MIT OpenCourseWare: Portfolio Theory
  9. Hyndman and Athanasopoulos: Time Series Cross-Validation
  10. pandas: DataFrame.rolling
  11. pandas: Period Shifts and Calendar-Frequency Shifts
  12. pandas: Series.cummax and missing-value behaviour
  13. pandas: Fractional Change and Percentage Conversion
  14. Simple Statistics: library documentation
  15. Trading World Champion: separate title issuer
  16. Vector Ridge: official research platform
  17. Moskowitz, Ooi and Pedersen: Time Series Momentum, NYU-hosted paper
  18. CFTC: Segregation of Customer Funds
  19. CFTC: May 2020 WTI Contract and April 20 Negative Settlement
  20. CFTC: Interim Staff Report on NYMEX WTI Trading Around April 20, 2020
  21. Cloudflare: privacy policy
  22. CME Clearing: Performance Bond Practices
  23. CME Clearing: Collateral Overview
  24. CME Clearing: Money Calculations for Futures and Options
  25. CME Group: Exchange Fees for Clearing and Trading
  26. CME Group: How Traders Measure Liquidity
  27. CME Group: Liquidity Tool Methodology and Order-Book Depth
  28. CME Group: Mark-to-Market
  29. CME Group: Understanding Futures Expiration and Contract Roll
  30. CME Group: What Is Contango and Backwardation
  31. Academic Paper: Demystifying Time-Series Momentum Strategies, Data Construction
  32. CME Group Glossary: Market Order With Protection
  33. CME Group: continuous price series
  34. CME Group: Volume and Open-Interest Publication Notes
  35. CME Group: Full-Sized Corn Futures Contract Specifications
  36. CME Clearing Advisory 20-160: Negative Futures and Strike Price Testing
  37. NYMEX Rulebook Chapter 200: Light Sweet Crude Oil Contract Unit
  38. CME Group: Performance Bonds and Margins FAQ
  39. CME Group: Grain and Oilseed Contract Fact Card
  40. EIA: Oil Futures Curve and Delivery-Date Relationships
  41. EIA: copyright and reuse policy
  42. EIA: futures-series definitions and source notes
  43. EIA: Cushing crude-oil futures contract 1 reference history
  44. EIA: Futures Prices Definitions, Sources and Explanatory Notes
  45. NIST: Measures of Scale
  46. NIST: Single Moving Average and Rolling Arithmetic
  47. NIST: Centered Moving Average
  48. NIST Dataplot: Correlation
  49. NFA: BASIC Background Search
  50. NFA: Investor Advisory on Conducting Due Diligence
  51. NFA: investor best practices
  52. Papa Parse: local-file parsing documentation
  53. World Cup Trading Championships: organizer

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