Trend Following. Ritholtz Barry. Читать онлайн. Newlib. NEWLIB.NET

Автор: Ritholtz Barry
Издательство: Автор
Серия:
Жанр произведения: Зарубежная образовательная литература
Год издания: 0
isbn: 9781119371908
Скачать книгу
H. Pedersen, “A Century of Evidence on Trend-Following Investing,” AQR Capital Management (Fall 2014).

53

Peter Borish, “Upstairs/Downstairs Seminar with Tom Baldwin,” Futures Industry Association (1994).

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,” Institutional Investor Magazine (1996).

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 $?” AIMA Newsletter (June 2002).

59

“The Trading Tribe” (forum response), The Trading Tribe, www.seykota .com/tribe/.

60

Mary Greenebaum, “Funds: The New Way to Play Commodities,” Fortune (November 19, 1979).

61

Carol Dweck, “What Is Mindset,” Mindset, accessed December 17, 2016, http://mindsetonline.com/whatisit/about/.

62

Brett N. Steenbarger, The Psychology of Trading (Hoboken, NJ: John Wiley & Sons, Inc., 2002), 316–17.

63

Brenda Ueland, How to Write, 10th ed. (New York: Graywolf Press, 1997).

64

Van Tharp, Super Trader: Make Consistent Profits in Good and Bad Markets (New York: McGraw-Hill Education, 2010).

65

Robert Koppel, The Intuitive Trader (Hoboken, NJ: John Wiley & Sons, Inc., 1996), 88.

66

Jack Schwager, Market Wizards: Interviews with Top Traders (New York: HarperCollins, 1993).

67

Keith Campbell, “Barclay Managed Futures Report,” Barclay Managed Futures Report 3, no. 3 (third quarter 1992), 3.

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,” Managed Account Reports, Inc. (June 2000).

71

Jack Schwager, Getting Started in Technical Analysis (Hoboken, NJ: John Wiley & Sons, Inc., 1999).

72

Desmond MacRae, “Valuing Trend-Followers’ Returns,” Managed Account Reports, No. 242 (April 1999), 12.

73

Charles Faulkner, Futures 22, no. 12 (November 1993), 98.

74

Morton S. Baratz, The Investor’s Guide to Futures Money Management (Columbia, MD: Futures Publishing Group, 1984).

75

Schwager, Market Wizards.

76

Ibid.

77

Bruce Cleland, “Campbell and Company,” Futures (March 2004): 72.

78

David Whitford, “Why Owning the Boston Red Sox Is Like Running a Successful Hedge Fund,” Fortune Small Business (October 25, 2003).

79

“The Whizkid of Futures Trading,” Businessweek, December 6, 1982, 102.

80

Jim Rogers, Investment Biker (New York: Random House, 1994).

81

Thomas Friedman, The Lexus and the Olive Tree (New York: Farrar, Straus and Giroux, 1999).

82

Leah McGrath Goodman, Trader Monthly, www.traderdaily.com/magazine/article/17115.html.

83

Ibid.

84

Ibid.

85

David Harding, The Winton Papers, Winton Capital Management, www .wintoncapital.com.

86

Daniel P. Collins, “Seeding Tomorrow’s Top Traders; Managed Money; Dunn Capital Management Provides Help to Commodity Trading Advisor Start-ups,” Futures 32, no. 6 (May 1, 2003): 67.

87

Jim Collins, Good to Great (New York: Harper Business, 2001).

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,” Futures 19, no. 14 (December 1990): 54.