Following the trend diversified managed futures trading /
| Main Author: | |
|---|---|
| Corporate Author: | |
| Format: | Book |
| Language: | English |
| Published: |
Hoboken :
Wiley,
2013.
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| Subjects: | |
| Online Access: | http://site.ebrary.com/lib/ucy/Doc?id=10626232 |
Table of Contents:
- 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.