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Following the trend : diversified managed futures trading / Andreas F. Clenow.
Material type:
TextPublication details: United Kingdom : Wiley, 2013Description: 282 p. : illISBN: - 9781118410851
- HG6024 C627 F 2013
English Books
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English Books
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MATRIX Library General Eng/FL.3 | General Books | HG6024 C627 F 2013 (Browse shelf(Opens below)) | C.1 | Available | 1000360558 |
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
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