Following the trend : diversified managed futures trading / / Andreas F. Clenow.
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| Year of Publication: | 2013 |
| Language: | English |
| Online Access: | |
| Physical Description: | xvi, 282 p. :; ill. |
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Table of 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.