Trend Following. Ritholtz Barry
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Название: Trend Following
Автор: Ritholtz Barry
Издательство: Автор
Жанр: Зарубежная образовательная литература
isbn: 9781119371908
isbn:
47
John W. Henry (presentation given to financial consultants, November 17, 2000).
48
John W. Henry (presentation, Geneva, Switzerland, September 15, 1998).
49
Patrick Welton, “Has Trend Following Changed,”
50
Guest Article,
51
John W. Henry (presentation given to financial consultants, November 17, 2000).
52
Brian Hurst, Yao Hua Ooi, and Lasse H. Pedersen, “A Century of Evidence on Trend-Following Investing,”
53
Peter Borish, “Upstairs/Downstairs Seminar with Tom Baldwin,”
54
“Performance Review,” John W. Henry & Company (February 1999).
55
William Eckhardt, “Tass Twenty Traders Talk,” (presentation, Montreal Ritz Carlton Hotel, Montreal, Canada, June 29, 1996).
56
Riva Atlas, “Macro, Macro Man,”
57
Robert Murray, “Trend Following: Performance, Risk and Correlation Characteristics” (white paper), Graham Capital Management.
58
Christopher Cruden, “Trends in Currency Markets: Which Way the $?”
59
“The Trading Tribe” (forum response),
60
Mary Greenebaum, “Funds: The New Way to Play Commodities,”
61
Carol Dweck, “What Is Mindset,”
62
Brett N. Steenbarger,
63
Brenda Ueland,
64
Van Tharp,
65
Robert Koppel,
66
Jack Schwager,
67
Keith Campbell, “Barclay Managed Futures Report,”
68
Allison Colter, “Dow Jones” (July 13, 2001).
69
“Trading System Review” (Futures Industry Association Conference, November 2, 1994).
70
“The State of the Industry,”
71
Jack Schwager,
72
Desmond MacRae, “Valuing Trend-Followers’ Returns,”
73
Charles Faulkner,
74
Morton S. Baratz,
75
Schwager,
76
Ibid.
77
Bruce Cleland, “Campbell and Company,”
78
David Whitford, “Why Owning the Boston Red Sox Is Like Running a Successful Hedge Fund,”
79
“The Whizkid of Futures Trading,”
80
Jim Rogers,
81
Thomas Friedman,
82
Leah McGrath Goodman,
83
Ibid.
84
Ibid.
85
David Harding,
86
Daniel P. Collins, “Seeding Tomorrow’s Top Traders; Managed Money; Dunn Capital Management Provides Help to Commodity Trading Advisor Start-ups,”
87
Jim Collins,
88
Collins, “Seeding Tomorrow’s Top Traders.”
89
Bill Dunn, “Tricycle Asset Management,” (presentation, Market Wizards Tour, May 15, 2003, Saskatoon, Saskatchewan).
90
Ibid.
91
Ibid.
92
Amy Rosenbaum, “1990s Highs and Lows: Invasions, Persuasions and Volatility,”