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Record Nr. |
UNINA9910789480603321 |
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Autore |
Clenow Andreas F. <1975-> |
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Titolo |
Following the trend [[electronic resource] ] : diversified managed futures trading / / Andreas F. Clenow |
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Pubbl/distr/stampa |
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ISBN |
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1-283-80422-0 |
1-118-41082-3 |
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Descrizione fisica |
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Disciplina |
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Soggetti |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Bibliographic Level Mode of Issuance: Monograph |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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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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