Bibliography
OFFICIAL BOOK WEBSITE
RESEARCH PAPERS, ARTICLES AND WEBSITES
Absolute Returns, www.absolutereturns.com (accessed 24 August 2012)
Automated Trading System, www.automated-trading-system.com (accessed 24 August 2012)
Barclay Hedge, www.barclayhedge.com (accessed 24 August 2012)
Basu, Devraj, ‘Capturing Commodity Backwardation’, Futures magazine, May 2011
Basu, Devraj and Stremme, Alexander, ‘The Economic Value of Linkage between Spot and Futures Market’, February 2009
Burghardt, Galen and Walls, Brian, ‘Two Benchmarks for Momentum Trading’, NewEdge AlternativeEdge Research, 2010
Cooper, Tony, ‘Alpha Generation and Risk Smoothing using Managed Volatility’, August 2010
Faith, Curtis, ‘The Original Turtle Trading Rules’, 2003, http://www.benvanvliet.net/Downloads/turtlerules.pdf (accessed 24 August 2012)
IASG Managed Futures Database, www.iasg.com (accessed 24 August 2012)
Kaminski, Kathryn and Lo, Andrew W., ‘When Do Stop-Loss Rules Stop Losses?’, January 2007
Koulajian, Nigol and Czkwianianc, Paul, ‘Black Box Trend Following – Lifting the Veil’, 2010
Koulajian, Nigol and Czkwianianc, Paul, ‘Know your Skew’, 2011
National Futures Association, www.nfa.futures.org (accessed 24 August 2012)
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BOOKS
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