Fuck , this is gonna take forever . <| sep |> And you just illustrated why your academic approach to this issue fails . What you are asking for doesn ' t exist in a peerreviewed paper , because the only evidence in this world of trading would be copies of brokerage statements or tax returns , and no successful traders I know are going to publicly post their brokerage statements for public consumption . And quite frankly none of them really care whether you believe them or not , they ' re too busy making money , they have nothing to prove to anyone . Again , if you were really serious about learning on this subject you would go read up on the track records of some of the traders interviewed in those books . Names such as Bruce Kovner , Paul Tudor Jones , Ed Seykota , Marty Schwartz , and on and on . Those are just the tip of the iceberg . But I suspect that none of that will matter for you . If it isn ' t published in a peerreviewed journal it must not be valid to you , and that is your failing as an academic in a subject like this . These are not scientists who need peerreview to validate their work , they are money makers who have no incentive nor inclination to prove anything to anyone , they ' re too busy making money . So as I said before , we will simply have to agree to disagree on this subject .