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Following the trend [electronic resource] : diversified managed futures trading / Andreas F. Clenow.

By: Contributor(s): Material type: TextPublication details: Hoboken : Wiley, 2013.Description: xvi, 282 p. : illSubject(s): Genre/Form: DDC classification:
  • 332.64/52 23
LOC classification:
  • HG6024.A3 C5834 2013eb
Online resources:
Contents:
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.
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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.

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