diversified managed futures trading Clenow, Andreas F. creator text bibliography nju United Kingdom Wiley 2013 monographic eng

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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 Andreas F. Clenow. YT2025 M09 Futures Speculation HG6024 C627 F 2013 9781118410851 SDU 121025