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