Following the trend
Clenow, Andreas F., 1975-
Following the trend diversified managed futures trading / [electronic resource] : Andreas F. Clenow. - Hoboken : Wiley, 2013. - xvi, 282 p. : ill.
Includes bibliographical references and index.
Foreword -- Preface -- Why write a book? -- Acknowledgements -- Cross-asset trend following with futures -- Futures data and tools -- Constructing diversified futures trading strategies -- Basic trend-following strategies -- In-depth analysis of trend-following performance -- Year by year review -- Reverse engineering the competition -- Tweaks and improvements -- Practicalities of futures trading -- Final words of caution.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2011.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Futures.
Speculation.
Electronic books.
HG6024.A3 / C5834 2013eb
332.64/52
Following the trend diversified managed futures trading / [electronic resource] : Andreas F. Clenow. - Hoboken : Wiley, 2013. - xvi, 282 p. : ill.
Includes bibliographical references and index.
Foreword -- Preface -- Why write a book? -- Acknowledgements -- Cross-asset trend following with futures -- Futures data and tools -- Constructing diversified futures trading strategies -- Basic trend-following strategies -- In-depth analysis of trend-following performance -- Year by year review -- Reverse engineering the competition -- Tweaks and improvements -- Practicalities of futures trading -- Final words of caution.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2011.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Futures.
Speculation.
Electronic books.
HG6024.A3 / C5834 2013eb
332.64/52