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Which Trend Is Your Friend
Managed-futures funds and CTAs trade predominantly on trends. There are several ways of identifying trends, either using heuristics or statistical measures often called “filters.” Two importantExpand
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The Age of Confucian Rule: The Song Transformation of China.
The Chinese Historical Review, Volume 17, Number 1 (Spring 2010) distinguished service in making the period of the Northern and Southern Dynasties both accessible and comprehensible to a broaderExpand
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Divided by a Common Language: Factional Conflict in Late Northern Song China
"Divided by a Common Language" is the first English-language study to approach the political history of the late Northern Song in its entirety and the first to engage the issue of factionalism inExpand
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Commodities for the Long Run
This paper analyzes a novel data set of commodity futures prices over a long sample period starting in 1877, which allows us to shed new light on several important and controversial questions. WeExpand
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Court and Country
The Northern Song Empire (960–1127) was the most spatially integrated and bureaucratically centralized polity in the late medieval world, and its rulers articulated ideological claims to unitary andExpand
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Walls and Gates, Windows and Mirrors: Urban Defences, Cultural Memory, and Security Theatre in Song Kaifeng
Kaifeng, the capital of the Northern Song (960-1127) dynasty, boasted sophisticated siege defence installations, which were ultimately breached by the Jurchen invasion of 1126-1127. According to bothExpand
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Frames of Reference
Trends Everywhere
We provide new out-of-sample evidence on trend-following investing by studying its performance for 82 securities not previously examined and 16 long-short equity factors. Specifically, we study theExpand
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Welcome to the Occupation
Aside from the few envoys dispatched to the Jin court in the late twelfth and early thirteenth centuries, Southern Song subjects seldom experienced the occupied north after the Jurchen conquest ofExpand
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