Clenow, Andreas F., 1975-

Following the trend diversified managed futures trading / [electronic resource] : Andreas F. Clenow. - Hoboken : Wiley, 2013. - xvi, 282 p. : ill.

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.

9781118410820 (electronic bk.)




Futures.
Speculation.


Electronic books.

HG6024.A3 / C5834 2013

332.64/52