Books For DIY Investors | TuringTrader.com Knowledge Base

Find books about tactical portfolios, familiar investment strategies published on TuringTrader.com, general investing, as well as the pioneers and history of investing. Happy reading!

1. Books and Publications About Investment Strategies

Publication and Author The Boglehead's Guide to the Three-Fund Portfolio by Taylor Larimore	Description How a simple portfolio of three total market index funds outperforms most investors with less risk. Foreword by John C. Bogle
Parking Trade by Tim Pearson, Dave Thomas	A simple options strategy selling far out of the money puts credit spreads.
ETF Sector Rotation by Cesar Alvarez	A simple strategy, rotating sector ETFs based on their momentum.
Dual Momentum Investing by Gary Antonacci	A portfolio strategy, ranking instruments by both their relative and their absolute momentum.
The 30-Minute Stock Trader by Laurens Bensdorp	WR: a long-only strategy rotating through a large universe of individual stocks based on momentum, a trend filter, and relative strength. MRL (MRS): a long-only (short-only) mean-reversion strategy, selecting stocks from a large universe of individual stocks, based on a trend filter, volatility, ADX, and RSI. Check out our book review here.
The Hedge Fund Edge by Mark Boucher	Heine Bond Model and Bond-Bill-Utility Model: Two models combining trend following with macro-economic cues to trade bond ETFs.
Stocks on the Move by Andreas F. Clenow	A portfolio strategy, ranking instruments by their volatility-adjusted momentum, and using risk-parity for position sizing.
The Alpha Formula by Chris Cain and Larry Connors	A meta-strategy, combining various uncorrelated strategies to achieve high returns in many different market scenarios. Check out our book review here.
High Probability ETF Trading by Larry Connors and Cesar Alvarez	A collection of 7 strategies, using various techniques to identify short-term mean-reversal opportunities.
Short-Term Trading Strategies That Work by Larry Connors and Cesar Alvarez	A collection of 8 strategies, demonstrating various techniques to identify short-term mean-reversal opportunities.
The Ivy Portfolio by Mebane T. Faber	Four variants of portfolio strategies, selected from a small universe of ETFs monthly, based on their relative momentum.
Relative and Absolute Momentum in Times of Rising/Low Yields by Wouter J. Keller	Bold Asset Allocation: A strategy combining slow relative momentum with fast absolute momentum for crash protection.
Momentum and Markowitz: a Golden Combination by Wouter J. Keller, Adam Butler, and Ilya Kipnis	Classical Asset Allocation (CAA): a strategy attempting to create an efficient portfolio of ETFs using Markowitz's Critical Line Algorithm.
Breadth Momentum and the Canary Universe by Wouter J. Keller and Jan Willem Keuning	Defensive Asset Allocation (DAA): a strategy combining relative momentum and the breadth-momentum of a canary universe to create a portfolio from a small number of ETFs.
Dual and Canary Momentum with Rising Yields/Inflation by Wouter J. Keller and Jan Willem Keuning	Hybrid Asset Allocation (HAA): a strategy combining dual momentum with a single canary asset for fast crash protection.
Generalized Momentum and Flexible Asset Allocation by Wouter J. Keller and Hugo van Putten	Flexible Asset Allocation (FAA): A strategy generalizing momentum to include 3 factors: absolute momentum, volatility momentum, and correlation momentum.
Growth-Trend Timingand 60-40 Variations by Wouter J. Keller	Lethargic Asset Allocation (LAA): A strategy combining macroeconomic indicators with trend-following.
Universal Investment Strategy by Frank Grossman	A brute-force mean-variance optimization to allocate between stocks and bonds.
Muscular Portfolios by Brian Livingston	Two variants of strategies, create portfolios of ETFs based on their relative momentum.
Sector Rotation Strategy Using the High-Yield Spread by Francois Soto	A simple strategy using a yield spread to rotate sector ETFs.
Quantamentals by Larry Connors and Chris Cain	All-Markets Fixed-Income: A momentum-based strategy to trade pairs of bond ETFs.
Anchor Trades by SteadyOptions	An option strategy hedging deep-in-the-money calls by buying 1-year at-the-money puts, financed through selling monthly at-the-money puts.
Winning with New IRAs by Martin Zweig	Zweig's Bond Model: A simple trend-following model to trade bond ETFs.

Publication and Author

The Boglehead's Guide to the Three-Fund Portfolio by Taylor Larimore

Description

How a simple portfolio of three total market index funds outperforms most investors with less risk. Foreword by John C. Bogle

Parking Trade by Tim Pearson, Dave Thomas

A simple options strategy selling far out of the money puts credit spreads.

ETF Sector Rotation by Cesar Alvarez

A simple strategy, rotating sector ETFs based on their momentum.

Dual Momentum Investing by
Gary Antonacci

A portfolio strategy, ranking instruments by both their relative and their absolute momentum.

The 30-Minute Stock Trader
by Laurens Bensdorp

WR: a long-only strategy rotating through a large universe of individual stocks based on momentum, a trend filter, and relative strength.
MRL (MRS): a long-only (short-only) mean-reversion strategy, selecting stocks from a large universe of individual stocks, based on a trend filter, volatility, ADX, and RSI. Check out our book review here.

The Hedge Fund Edge
by Mark Boucher

Heine Bond Model and Bond-Bill-Utility Model: Two models combining trend following with macro-economic cues to trade bond ETFs.

Stocks on the Move by Andreas F. Clenow

A portfolio strategy, ranking instruments by their volatility-adjusted momentum, and using risk-parity for position sizing.

The Alpha Formula
by Chris Cain and
Larry Connors

A meta-strategy, combining various uncorrelated strategies to achieve high returns in many different market scenarios. Check out our book review here.

High Probability ETF Trading by Larry Connors and Cesar Alvarez

A collection of 7 strategies, using various techniques to identify short-term mean-reversal opportunities.

Short-Term Trading Strategies That Work
by Larry Connors and Cesar Alvarez

A collection of 8 strategies, demonstrating various techniques to identify short-term mean-reversal opportunities.

The Ivy Portfolio by Mebane T. Faber

Four variants of portfolio strategies, selected from a small universe of ETFs monthly, based on their relative momentum.

Relative and Absolute Momentum in Times of Rising/Low Yields by Wouter J. Keller

Bold Asset Allocation: A strategy combining slow relative momentum with fast absolute momentum for crash protection.

Momentum and Markowitz: a Golden Combination by Wouter
J. Keller, Adam Butler,
and Ilya Kipnis

Classical Asset Allocation (CAA): a strategy attempting to create an efficient portfolio of ETFs using Markowitz's Critical Line Algorithm.

Breadth Momentum and the Canary Universe by Wouter J. Keller and
Jan Willem Keuning

Defensive Asset Allocation (DAA): a strategy combining relative momentum and the breadth-momentum of a canary universe to create a portfolio from a small number of ETFs.

Dual and Canary Momentum with Rising Yields/Inflation by
Wouter J. Keller and
Jan Willem Keuning

Hybrid Asset Allocation (HAA): a strategy combining dual momentum with a single canary asset for fast crash protection.

Generalized Momentum and Flexible Asset Allocation by
Wouter J. Keller
and Hugo van Putten

Flexible Asset Allocation (FAA): A strategy generalizing momentum to include 3 factors: absolute momentum, volatility momentum, and correlation momentum.

Growth-Trend Timingand 60-40 Variations
by Wouter J. Keller

Lethargic Asset Allocation (LAA): A strategy combining macroeconomic indicators with trend-following.

Universal Investment Strategy by
Frank Grossman

A brute-force mean-variance optimization to allocate between stocks and bonds.

Muscular Portfolios by Brian Livingston

Two variants of strategies, create portfolios of ETFs based on their relative momentum.

Sector Rotation Strategy Using the High-Yield Spread by Francois Soto

A simple strategy using a yield spread to rotate sector ETFs.

Quantamentals by Larry Connors and Chris Cain

All-Markets Fixed-Income: A momentum-based strategy to trade pairs of bond ETFs.

Anchor Trades by SteadyOptions

An option strategy hedging deep-in-the-money calls by buying 1-year at-the-money puts, financed through selling monthly at-the-money puts.

Winning with New IRAs
by Martin Zweig

Zweig's Bond Model: A simple trend-following model to trade bond ETFs.

2. Books About General Investing

Publication and Author	Description
Principles by Ray Dalio	Practical lessons that life, management, economics, and investing can be systemized into rules and a universal approach to decision-making for all goals.
Money Master the Game - 7 Simple Steps to Financial Freedom by Tony Robbins	Interviews and feedback from legendary financial experts. Learn how taking control of your finances can improve your life in multiple ways, and only the way we spend our money can make us happier.

3. Books About Pioneers And History Of Investing

Publication and Author	Description
The Man Who Solved the Market How Jim Simons launched the quant revolution by Gregory Zuckerman	The story of Jim Simons pioneering quantitative investing and how technology enabled the scale and complexity of algorithmic trading.