Биржевая торговля по трендам. Как заработать, наблюдая тенденции рынка Ковел Майкл

Thomas Harris, The Silence of the Lambs. New York: St. Martin’s Press, 1988.

182

Definition of physics taken from Webster’s Revised Unabridged Dictionary. Springfield, MA: G.C. Merriam, 1913.

183

Jessica James and Neil Johnson, Physics and Finance. Visions: Briefing Papers for Policy Makers. Institute of Physics and IOP Publishing Ltd., 1999–2000.

184

See www.criticalthinking.org.

185

See www.criticalthinking.org.

186

Manus J. Donahue III, An Introduction to Chaos Theory and Fractal Geometry, 1997. See www.duke.edu/~mjd/chaos/chaosh.html.

187

Gerd Gigerenzer, Smart Heuristics. Edge Foundation, Inc., March 31, 2003. See www.edge.org.

188

Elementary Concepts in Statistics. See http://statsoftinc.com/textbook/stathome.html.

189

Michael J. Mauboussin and Kristen Bartholdson, A Tail of Two Worlds, Fat Tails and Investing. The Consilient Observer, Vol. 1,No. 7 (Credit Suisse First Boston, Apr. 9, 2002).

190

Jerry Parker, The State of the Industry. Managed Account Reports, Inc. (June, 2000).

191

Daniel P. Collins, Chenier: Systematizing What Works (Trader Profile). Futures, Vol. 32, No. 9 (July 1, 2003), 86.

192

Larry Swedroe, Buckingham Asset Management. See http://www.bamstl.com/.

193

Larry Swedroe, Buckingham Asset Management. See http://www.bamstl.com/.

194

Mark Rzepczynski, Ph.D., Return Distribution Properties of JWH Investment Programs, Stock and Bond Indices, and Hedge Funds. John W. Henry and Co., No. V, June 2000.

195

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

196

Of Pimps, Punters and Equities. The Economist (March 24, 2001).

197

Crossfire. CNN (Dec. 21, 1999).

198

Richard Rudy, Buy and Hold: A Different Perspective. Barclay Managed Futures Research (Fourth quarter 2001).

199

Jerry Parker, The State of the Industry. Managed Account Reports, Inc. (June, 2000).

200

Richard Rudy, Buy and Hold: A Different Perspective. Barclay Managed Futures Research (Fourth quarter 2001).

201

http://www.fool.com/boringport/2000/boringport000501.htm.

202

David Dukcevich. Forbes (May 6, 2002).

203

News Release. Berkshire Hathaway, Inc. May 22, 2002.

204

Washington Post, March 6, 2003, E01.

205

James K. Glassman, Washington Post, Dec. 9, 2001.

206

Усреднение убытков – наращивание капиталовложений путем инвестирования равных сумм через регулярные промежутки времени при несении потерь на финансовом рынке, что позволяет снизить среднюю стоимость каждой приобретенной ценной бумаги. – Примеч. перев.

207

James K. Glassman, Washington Post, Feb, 17, 2002.

208

Jennifer Karchmer, Tiger Management Closes: Julian Robertson Plans to Return Money to Shareholders after Losses in Value Stocks. CNNfn, March 30, 2000: 6:59 p.m. EST.

209

Aaron L. Task, Requiem for a Heavyweight. TheStreet.com.

210

Edward Clendaniel, After the Sizzle Comes the Fizzle. Forbes.com, Mar. 25, 2002.

211

Allan Sloan, Washington Post, Mar. 26, 2002, E01.

212

See http://www.charlotte.com/mld/observer/business/3560508.htm.

213

The Trading Tribe at Seykota.com. See www.seykota.com.

214

See http://www.turtletrader.com/is/merrill.gif to view this direct mail marketing flyer.

215

Jerry Garcia and Robert Hunter, «Casey Jones». Originally appears on The Grateful Dead, Workingman’s Dead, 1970.

216

The Trading Tribe at Seykota.com. See www.seykota.com.

217

Marketing Materials. Dunn Capital Management, Inc.

218

Commencement address given before the graduating class of 1989, University of Georgia, June 17, 1989.

219

Edward O. Thorp, The Mathematics of Gambling. Hollywood CA, 1984.

220

Going Once, Going Twice. Discover (August 2002), 23.

221

Monthly Commentary. Dunn Capital Management, Inc.

222

Monthly Commentary. Dunn Capital Management, Inc.

223

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

224

Gibbons Burke, Managing Your Money. Active Trader (July 2000).

225

Craig Pauley, How to Become a CTA. Based on Chicago Mercantile Exchange Seminars, 1992–1994. June 1994.

226

Ed Seykota and Dave Druz, Determining Optimal Risk. Technical Analysis of Stocks and Commodities Magazine, Vol. 11, No. 3, March 1993. 122–124. See www.traders.com. Used with permission.

227

Gibbons Burke, Gain Without Pain: Money Management in Action. Futures, Vol. 21, No. 14 (December 1992), 36.

228

Tom Basso, How to Become a CTA. Based on Chicago Mercantile Exchange Seminars, 1992–1994. June 1994.

229

Carla Cavaletti, Comeback Kids: Managing Drawdowns According to Commodity Trading Advisors. Futures, Vol. 27, No. 1 (January, 1998), 68.

230

Michael Peltz, John W. Henry’s Bid to Manage the Future. Institutional Investor (August 1996).

231

InterMarket, The Worldwide Futures and Options Report. Chicago: InterMarket Publishing Group, July 1984.

232

The Trading Tribe at Seykota.com. See www.seykota.com.

233

Oliver Conway, Cover story about John W. Henry & Company, Inc. Managed Derivatives (May 1996).

234

Ted Williams, The Science of Hitting. New York: Simon & Schuster, 1986, 7.

235

Desmond McRae, 31 Year Track Record of 18, 1 %. Managed Account Reports: Extracting Inherent Value from Managed Futures (March 2003).

236

Ellyn E. Spragins, Gary Weiss, and Stuart Weiss, Contrarians. Business Week, The Best of 1986 (Dec. 29, 1986), 74.

237

Washington Post, Dec. 9, 2001.

238

Jack D. Schwager, The New Market Wizards. New York: Harper Business, 1992.

239

Jerry Parker, The State of the Industry. Managed Account Reports, Inc. (June, 2000).

240

Bruce Terry, Managed Account Reports (September 2001).

241

Morton Baratz, Do Trend Followers Distort Futures Prices? Managed Account Reports, No. 43, 9.

242

Sharon Schwartzman, Computers Keep Funds in Mint Condition: A Major Money Manager Combines the Scientific Approach with Human Ingenuity, Wall Street Computer Review, Vol. 8,No. 6 (March 1991), 13.

243

Sharon Schwartzman, Computers Keep Funds in Mint Condition: A Major Money Manager Combines the Scientific Approach with Human Ingenuity. Wall Street Computer Review, Vol. 8,No. 6 (March 1991), 13.

244

Barclay Trading Group, Ltd., Barclay Managed Futures Report, Vol. 4,No. 1 (First quarter 1993), 3.

245

Barclay Trading Group, Ltd., Barclay Managed Futures Report, Vol. 4,No. 1 (First quarter 1993), 10.

246

Presentation in Geneva, Switzerland on September 15, 1998.

247

Trading System Review. Futures Industry Association Conference Seminar on November 2, 1994.

248

Tom Basso, How to Become a CTA. Based on Chicago Mercantile Exchange Seminars, 1992–1994. June 1994.

249

Leo Melamed, Escape to the Futures. New York: John Wiley and Sons, 1996.

250

The Trading Tribe at Seykota.com. See www.seykota.com.

251

Alexander M. Ineichen, Absolute Returns. New York: John Wiley and Sons, 2003, 64.

252

Keith Campbell, Campbell & Co., Managed Account Reports.

253

Thomas Scheeweis, Dealing with Myths of Hedge Fund Investment. The Journal of Alternative Investments (Winter 1998).

254

Who’s to Blame Next? Asterias Info-Invest, Editoral. London, Asterias, Ltd.

255

Jerry Parker, The State of the Industry. Managed Account Reports, Inc. (June, 2000).

256

Carla Cavaletti, Comeback Kids: Managing Drawdowns According to Commodity Trading Advisors. Futures Vol. 27, No. 1 (January, 1998), p. 68.

257

Bill Dunn, MAR’s Mid Year Conference on Alternative Investment Strategies held June 22–24, 1999.

258

«Ключ к Ребекке» – популярный шпионский роман Кена Фоллета. – Примеч. перев.

259

Название таких фондов происходит от слова «хедж» – страховка, что, учитывая весьма рискованные методы работы таких фондов, действительно выглядит странно. – Примеч. ред.

260

David Nelson, «Hedge Funds “to Blame”». The Australian, May 30, 2005.

261

The Trading Tribe at Seykota.com. See www.seykota.com/tribe/.

262

Издержки «проскальзывания» – разница между предполагаемой и действительной ценой сделки по купле-продаже активов. – Примеч. перев.

263

See www.millburncorp.com.

264

See www.jimhamer.com.

265

Jerry M. Harris, Considering Managed Futures? Don’t Focus on the Hole in the Donut. Managed Funds Association, October 1999.

266

Morton S. Baratz, The Investor’s Guide to Futures Money Management. Columbia, MD: Futures Publishing Group, 1984, 78–79.