Following the trend : diversified managed futures trading / Andreas F. Clenow.
Material type:
TextDescription: xvi, 282 pages : illustrations ; 24 cmISBN: - 9781118410851 (hbk.)
- 332.64/52 23
- HG6024.A3 C5834 2013
| 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 | |
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Headquarters Lending Library General Collection | NFIC | 332.6452 CLE (Browse shelf(Opens below)) | Checked out | 11/10/2024 | 0095905 |
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| 332.644 HAN Handbook of multi-commodity markets and products / | 332.645 HUL Options, futures, and other derivatives | 332.645 UND Understanding and managing model risk : | 332.6452 CLE Following the trend : | 332.645240681 BER A guide to starting your hedge fund / | 332.6453 WIL Paul Wilmott on Quantitative Finance./ | 332.6457 GRE Counterparty credit risk and credit value adjustment : |
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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