Skip to content
GetProfitable
Search

Research library

The papers that actually matter for traders, each with a plain-English summary, what you can use from it, and what it does not prove. Most link to free full texts on SSRN, NBER or arXiv.

Know a paper we are missing? Post it in Free Resource Finds.

CitationPaperTopicAccessDifficultyScore
Fung et al. (2008)Hedge Funds: Performance, Risk, and Capital Formation
Journal of Finance
Prop and professional tradersFreeTechnical0
Brunnermeier et al. (2008)Carry Trades and Currency Crashes
NBER Macroeconomics Annual
Forex and carryFreeModerate0
Lustig & Verdelhan (2007)The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk
American Economic Review
Forex and carryFreeTechnical0
Park & Irwin (2007)What Do We Know About the Profitability of Technical Analysis?
Journal of Economic Surveys
Technical analysisPaywalledEasy read0
Faber (2007)A Quantitative Approach to Tactical Asset Allocation
Journal of Wealth Management
Technical analysisFreeEasy read0
Menkhoff & Taylor (2007)The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis
Journal of Economic Literature
Technical analysisPaywalledEasy read0
Miffre & Rallis (2007)Momentum Strategies in Commodity Futures Markets
Journal of Banking and Finance
Futures and commoditiesPaywalledModerate0
Kosowski et al. (2006)Can Mutual Fund 'Stars' Really Pick Stocks? New Evidence from a Bootstrap Analysis
Journal of Finance
Prop and professional tradersPaywalledTechnical0
Ang et al. (2006)The Cross-Section of Volatility and Expected Returns
Journal of Finance
Factors and anomaliesPaywalledModerate0
Pan & Poteshman (2006)The Information in Option Volume for Future Stock Prices
Review of Financial Studies
OptionsPaywalledModerate0
Gorton & Rouwenhorst (2006)Facts and Fantasies about Commodity Futures
Financial Analysts Journal
Futures and commoditiesFreeEasy read0
Erb & Harvey (2006)The Strategic and Tactical Value of Commodity Futures
Financial Analysts Journal
Futures and commoditiesFreeModerate0
Frazzini (2006)The Disposition Effect and Underreaction to News
Journal of Finance
Behavioral financePaywalledModerate0
Thorp (2006)The Kelly Criterion in Blackjack, Sports Betting, and the Stock Market
Handbook of Asset and Liability Management, Volume 1 (Elsevier)
Risk and position sizingFreeModerate0
Locke & Mann (2005)Professional Trader Discipline and Trade Disposition
Journal of Financial Economics
Prop and professional tradersPaywalledModerate0
Ni et al. (2005)Stock Price Clustering on Option Expiration Dates
Journal of Financial Economics
OptionsPaywalledModerate0
Garvey & Murphy (2005)Entry, Exit and Trading Profits: A Look at the Trading Strategies of a Proprietary Stock Trading Team
Journal of Empirical Finance
Prop and professional tradersPaywalledModerate0
Gürkaynak et al. (2005)Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements
International Journal of Central Banking
Macro and the FedFreeTechnical0
Hansen (2005)A Test for Superior Predictive Ability
Journal of Business and Economic Statistics
Systematic trading and backtestingPaywalledTechnical0
Chekhlov et al. (2005)Drawdown Measure in Portfolio Optimization
International Journal of Theoretical and Applied Finance
Risk and position sizingPaywalledTechnical0
Bernanke & Kuttner (2005)What Explains the Stock Market's Reaction to Federal Reserve Policy?
Journal of Finance
Macro and the FedPaywalledModerate0
Coval & Shumway (2005)Do Behavioral Biases Affect Prices?
Journal of Finance
Prop and professional tradersPaywalledModerate0
Lo et al. (2005)Fear and Greed in Financial Markets: A Clinical Study of Day-Traders
American Economic Review (Papers and Proceedings)
Behavioral financeFreeEasy read0
Lo (2004)The Adaptive Markets Hypothesis: Market Efficiency from an Evolutionary Perspective
Journal of Portfolio Management
Market efficiencyFreeModerate0
Bollen & Whaley (2004)Does Net Buying Pressure Affect the Shape of Implied Volatility Functions?
Journal of Finance
OptionsPaywalledModerate0
Berk & Green (2004)Mutual Fund Flows and Performance in Rational Markets
Journal of Political Economy
Prop and professional tradersFreeTechnical0
Bakshi & Kapadia (2003)Delta-Hedged Gains and the Negative Market Volatility Risk Premium
Review of Financial Studies
OptionsPaywalledTechnical0
Malkiel (2003)The Efficient Market Hypothesis and Its Critics
Journal of Economic Perspectives
Market efficiencyFreeEasy read0
Fenton-O'Creevy et al. (2003)Trading on Illusions: Unrealistic Perceptions of Control and Trading Performance
Journal of Occupational and Organizational Psychology
Prop and professional tradersPaywalledEasy read0
Barberis & Thaler (2003)A Survey of Behavioral Finance
Handbook of the Economics of Finance
Behavioral financeFreeModerate0