Following the trend diversified managed futures trading /

Shranjeno v:
Bibliografske podrobnosti
Glavni avtor: Clenow, Andreas F., 1975-
Korporativna značnica: ebrary, Inc
Format: Elektronski eKnjiga
Jezik:angleščina
Izdano: Hoboken : Wiley, 2013.
Teme:
Online dostop:An electronic book accessible through the World Wide Web; click to view
Oznake: Označite
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Kazalo:
  • 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.