Following the trend diversified managed futures trading /

Salvato in:
Dettagli Bibliografici
Autore principale: Clenow, Andreas F., 1975-
Ente Autore: ebrary, Inc
Natura: Elettronico eBook
Lingua:inglese
Pubblicazione: Hoboken : Wiley, 2013.
Soggetti:
Accesso online:An electronic book accessible through the World Wide Web; click to view
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Sommario:
  • 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.