Following the trend diversified managed futures trading /
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| Hlavní autor: | |
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| Korporativní autor: | |
| Médium: | Elektronický zdroj E-kniha |
| Jazyk: | angličtina |
| Vydáno: |
Hoboken :
Wiley,
2013.
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| Témata: | |
| On-line přístup: | An electronic book accessible through the World Wide Web; click to view |
| Tagy: |
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Obsah:
- 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.