Some articles and papers

1. The best strategies we have tested
 - http://www.quant-investing.com/strategies

2. Does the "Sharp Parity" work better than "Risk Parity"?
 - http://blog.alphaarchitect.com/2015/01/27/does-sharpe-parity-work-better-than-risk-parity/?utm_source=Alpha%20Architect%20Website%20Users&utm_campaign=df7ac0889d-RSS_EMAIL_CAMPAIGN&utm_medium=email&utm_term=0_2f87b7924e-df7ac0889d-188292261#.VMlTH2tdaK0

3. A Tug of war : Overnight Versus Intraday Expected Returns
http://blog.alphaarchitect.com/2015/02/12/overnight-momentum-vs-intraday-momentum/?utm_source=Alpha%20Architect%20Website%20Users&utm_campaign=72df424a39-RSS_EMAIL_CAMPAIGN&utm_medium=email&utm_term=0_2f87b7924e-72df424a39-188292261#.VOAT8ZWGkEN.facebook

4. Global Assets Allocation - New Books!
http://mebfaber.com/2015/02/24/global-asset-allocation-a-survey-of-the-worlds-top-asset-allocation-strategies/

5. How to combine value and momentum investing strategies
http://blog.alphaarchitect.com/2015/03/26/the-best-way-to-combine-value-and-momentum-investing-strategies/#.VSGqdy9darV

6. 9 Mistakes Quant make that cause basctests to lie
http://blog.alphaarchitect.com/2015/03/26/the-best-way-to-combine-value-and-momentum-investing-strategies/#.VSGqdy9darV

7. Looking back at Risk Parity's Golden age
http://blog.alphaarchitect.com/2015/03/26/the-best-way-to-combine-value-and-momentum-investing-strategies/#.VSGqdy9darV

8. Our thought about risk parity and all weather - Bridgewater capital
https://www.bwater.com/Uploads/FileManager/research/Our%20Thoughts%20about%20Risk%20Parity%20and%20All%20Weather.pdf

9. Two centuries of momentum
https://www.thinknewfound.com/foundational-series/two-centuries-of-momentum/

10. How not to wipe out with momentum
http://www.researchaffiliates.com/Our%20Ideas/Insights/Fundamentals/Pages/448_How_NOT_to_Wipe_Out_with_Momentum.aspx


<Papers>

1. . . . and the Cross-Section of Expected Returns
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2249314

2. Factor investing
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2277397&rec=1&srcabs=2249314&alg=1&pos=2

3. Momentum crash
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2371227#.VcAeLr2pmyY.facebook

4. Quantifying trading behavior in financial markets using google trends
https://www.google.co.kr/search?q=Quantifying+Trading+Behavior+in+Financial+Markets+Using+Google+Trends&oq=Quantifying+Trading+Behavior+in+Financial+Markets+Using+Google+Trends&aqs=chrome..69i57j69i59j69i61l2.437j0j9&sourceid=chrome&es_sm=91&ie=UTF-8

5. Facts about Factor
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2594485