Following the trend diversified managed futures trading /
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| Autor principal: | |
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| Autor Corporativo: | |
| Formato: | Recurso Electrónico livro electrónico |
| Idioma: | inglês |
| Publicado em: |
Hoboken :
Wiley,
2013.
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| Assuntos: | |
| Acesso em linha: | An electronic book accessible through the World Wide Web; click to view |
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Sumário:
- 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.