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Following the trend : | diversified managed futures trading /

Clenow, Andreas F.,

Following the trend : diversified managed futures trading / Andreas F. Clenow. - United Kingdom : Wiley, 2013 - 282 p. : ill.

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. HKBU library

YT2025 M09

ISBN: 9781118410851

Subjects--Topical Terms:
Futures.
Speculation.

LC Class. No.: HG6024 / C627 F 2013

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