Index
A
Amaranth Advisors, 98-99
Apple, emotional attachment to, 10
Arnold, John, 100
Asness, Cliff, 92
asset allocation, momentum versus, 87
Autobiography of a Yogi (Yogananda), 84
B
back-testing, 106-107
Barings Bank, 98
Bennett, Philip, 31
bid limit, defined, 168
Biggs, Barton, 31
“black box,” defined, 170
Blake, Gil, 72-73
blind spots in trading strategy, 92-99, 102-103
Bradberry, Travis, 163
breakout trading systems, 113-114
Brown, Aaron, 162
buy-and-hold trading strategy, 72-89
C
Christiansenn, Jorgen, 83
Cohen, Jonathan, 47
Cohen, Steve, 152
collective return, 77
Colvin, Geoff, 160
compatibility of trader and system, 3-4
conventional wisdom in trading strategy, ...
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