Index
Abraham Trading Company Diversified Program
agriculture
asset base requirements
ATR see average true range
automatic trading
average holding periods
average true range (ATR) method
back-adjusted charts
backwardation
banking
Barclay’s BTOP
basic strategies
basis gaps
beginning trading
behaviour, strategy
benchmark generation
benchmark performance, mutual funds
bond futures
bonds
BP see British Pounds
breakouts
detection
filters
overtrading
performance
standard
strategies
British Pounds (BP)
business strategy
management forms
psychological preparedness
redemptions
seed funds
subscriptions
volatility profiles
buy-and-hold strategies
calendar spreads
Campbell Composite
cash management
CLR see Common Language Runtime
coding of contracts
commission
commodities
agricultural/non-agricultural
CTAs
Heavy Investment Universe
rollover effect
commodity trading advisors (CTAs)
Common Language Runtime (CLR)
competition
competitiveness
Conquest Managed Futures Select
contango
contract sizes
core strategy
trading rules
year by year reviews
correlations
futures funds
matrices
trading strategies
costs
counter-trend strategies
credit crunch
credit meltdowns
cross-asset trend following
crude oil
CTAs see commodity trading advisors
currencies
data
basis gaps
correlation
natural log returns
open interest
storage
term structures
vendors
dates of expiry
DD see drawdowns
delivery codes
delivery months
development environments
diminishing returns
direction of trading
distributions of trade results ...
Get Following the Trend: Diversified Managed Futures Trading now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.
