The ETR Comfort Ratio (Improved version with Thresholds)
This builds on the monthly ETR Comfort Ratio publish in 2018 by adding a Threshold for drawdown magnitude and time spent in a drawdown. Anything beyond those thresholds become discomfort and are accumulated. More robust way to use the ETR Comfort Ratio.
Letter to Clients, Contacts, Friends Post 9/11/2001
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Letter Tom Basso sent to clients, contacts, friends after September 11, 2001.
Selecting Money Managers
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Discussion of selection of a portfolio of managers.
Buying A Drawdown Makes Sense
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Buying a drawdown in the CTA industry makes sense.
Volatility Feeds Profits in Futures Industry
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Shows how volatility is what feeds profits in the managed futures industry. Should be similar in other markets as well.
Money Management
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Ten Rules When Investing Improve Performance
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Ten simple rules to follow to improve investing performance.
Trading
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Timing The Market Makes More Sense Than Buy&Hold
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Why you should consider timing the market, unlike what the many tell you.
Relationship between ATR and Standard Deviation by Robert Carver
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raindrops_280519
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This is a novel new way that TrendSpider (listed under useful links part of the website) looks at prices AND volume simultaneously in charting. Interesting read for those traders looking at patterns to signal future trades.
How This RANDOM Entry Beat The Market: The Tom Basso Coin Flip Proven and Explained
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More free market research here: http://www.asxmarketwatch.com/2015/12/this-simple-indicator-smashes-buy-and-hold-returns/

Have you ever heard people say that a monkey with a dartboard can outperform the market? Although it's been quoted and requoted thousands of times, I believe it came from "A Random Walk Down Wall Street."

Van Tharp, in his book "Trade Your Way To Financial Freedom", outlined an experiment where he selected stocks at random - long and short - and used an ATR Stop with a 1% Risk Model (fixed fractional position sizing).

In this video I use the powerful tool, Amibroker, and 1000 different runs of 15 stock portfolios (Monte Carlo analysis) to see if, and how, this really works. The results will surprise you.

http://www.asxmarketwatch.com/

- Dave McLachlan
Wilcox/Crittenden 2005 Study On Trend Following In Stock Market
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Study by Crittenden and Wilcox from Longboard Capital on using trendfollowing techniques in the stock market.
The ETR Comfort Ratio (Improved version with Thresholds)
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This builds on the monthly ETR Comfort Ratio publish in 2018 by adding a Threshold for drawdown magnitude and time spent in a drawdown. Anything beyond those thresholds become discomfort and are accumulated. More robust way to use the ETR Comfort Ratio.

This category of the research papers concentrates on papers that have been published over the years on either money management or trading topics.  They span decades of Tom Basso's life.