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Following the trend : diversified managed futures trading / Andreas F. Clenow.

By: Material type: TextDescription: xvi, 282 pages : illustrations ; 24 cmISBN:
  • 9781118410851 (hbk.)
Subject(s): DDC classification:
  • 332.64/52 23
LOC classification:
  • HG6024.A3 C5834 2013
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.
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Cover image Item type Current library Home library Collection Shelving location Call number Materials specified Vol info URL Copy number Status Notes Date due Barcode Item holds Item hold queue priority Course reserves
Books Headquarters Lending Library General Collection Non Fiction 332.6452 CLE (Browse shelf(Opens below)) Checked out 11/10/2024 0095905

Includes bibliographical references (pages [275]-276) and index.

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.

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