Following the trend diversified managed futures trading
| Autor principal: | |
|---|---|
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Hoboken :
Wiley
2013.
|
| Edición: | 1st ed |
| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009849090406719 |
Tabla de Contenidos:
- 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.
