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Following the trend

by Clenow, Andreas F.,
Additional authors: ebrary, Inc.
Published by : Wiley, (Hoboken :) Physical details: xvi, 282 p. : ill.
Subject(s): Futures. | Speculation. | Electronic books.
Year: 2013
Online resources:
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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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