Following the trend [electronic resource] : diversified managed futures trading / Andreas F. Clenow.

By: Clenow, Andreas F, 1975-Contributor(s): ProQuest (Firm)Material type: TextTextPublication details: Hoboken : Wiley, 2013Description: xvi, 282 p. : illISBN: 9781118410820 (electronic bk.)Subject(s): Futures | SpeculationGenre/Form: Electronic books.DDC classification: 332.64/52 LOC classification: HG6024.A3 | C5834 2013Online resources: Click to View
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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Includes bibliographical references 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.

Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.

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