Биржевая торговля по трендам. Как заработать, наблюдая тенденции рынка Ковел Майкл
Schneeweis, Thomas, and Spurgin, Richard. Quantitative Analysis of Hedge Fund and Managed Futures Return and Risk Characteristics, in Evaluating and Implementing Hedgefund Strategies, Second Edition, R. Lake ed., 2002.
Schwager, Jack D. Getting Started in Technical Analysis. New York: John Wiley & Sons, Inc., 1999.
Schwager, Jack D. Market Wizards: Interviews with Top Traders. New York: HarperBusiness, 1989.
Schwager, Jack D. The New Market Wizards: Conversations with America’s Top Traders. New York: HarperBusiness, 1992.
Schwed Jr., Fred. Where Are the Customers’ Yachts? Canada: John Wiley & Sons, Inc., 1995.
Seykota, Ed and Dave Druz. Determining Optimal Risk. Stocks and Commodities, Vol. 11, No. 3: 122–124.
Shapiro, Carl and Hal R. Varian. Information Rules: A Strategic Guide to the Network Economy. Boston: Harvard Business School Press, 1999.
Shefrin, Hersh and Meir Statman. The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence. Journal of Finance, 40 (1985) 777–790.
Shekerjian, Denise. Uncommon Genius. New York: Penguin Books, 1990.
Shiller, Robert J. Irrational Exuberance. Princeton, NJ: Princeton University Press, 2000.
Robert J. Shiller. Do Stock Prices Move Too Much to Be Justified by Subsequent Changes in Dividends? American Economic Review, 71 (1981).
Sloan, Allen. Even With No Bull Market, Baby Boomers Can Thrive. March 2002. See www.washingtonpost.com.
Slywotzky, Adrian J. V alue Migration: How to Think Several Moves Ahead of the Competition. Boston: Harvard Business School Press, 1996.
Smant, Dr. D. J. C. Famous First Bubbles, South Sea Bubble? The Fundamentals of Early Manias. Oct. 2001.
Soros, George. The Alchemy of Finance: Reading the Mind of the Market. New York: John Wiley & Sons, Inc., 1994.
Spurgin, Richard. Some Thoughts on the Source of Return to Managed Futures. CISDM and School of Management at University of Massachusetts Steinhardt, Michael. No Bull: My Life In and Out of Markets. Canada: John Wiley & Sons, Inc., 2001.
Stendahl, David, Staying Afloat. Omega Research (1999).
Szala, Ginger. William Eckhardt: Doing by Learning. Futures, Vol. 21, No. 1 (January 1992).
Taleb, Nassim Nicholas. Fooled By Randomness. New York: Texere, 2001.
Teweles, Richard J. and Frank J. Jones. The Futures Game. Who Wins? Who Loses? Why? New York: McGraw-Hill, 1987.
Thaler, Richard H. Mental Accounting Matters. Journal of Behavioral Decision Making, 12 (1999): 183–206.
Thaler, Richard H. Saving, Fungibility, and Mental Accounts, Journal of Economic Perspectives, Vol. 4,No. 1 (Winter 1990): 193–205.
Tharp, Van K. Trade Your Way to Financial Freedom. New York: McGraw-Hill, 1999.
Thorp, Edward O. Beat the Dealer. New York: Vintage Books, 1966.
Toffler, Alvin. Future Shock. New York: Bantam Books, 1971.
Tully, Shawn. Princeton’s Rich Commodity Scholars. Fortune 9 (February 1981): 94.
Tversky, Amos and Daniel Kahneman. Belief in the Law of Small Numbers. Psychological Bulletin, 76 (1971) 105–110.
Tzu, Sun. The Art of War. Boston and London: Shambhala, 1988.
Ueland, Brenda. If You Want to Write: A Book About Art, Independence and Spirit. Saint Paul, MN: Graywolf Press, 1937.
Vince, Ralph. Portfolio Management Formulas. Canada: John Wiley & Sons, Inc., 1990.
Vince, Ralph. The New Money Management. New York: John Wiley & Sons, Inc., 1995.
von Mises, Ludwig. Human Action: A Treatise on Economics. New York: The Foundation for Economic Education, Inc., 1996. First published 1949.
Watts, Dickson G. Speculation as a Fine Art and Thoughts on Life. New York: Traders Press, 1965.
Where, Oh Where Are the.400 Hitters of Yesteryear. Financial Analysts Journal (Nov./Dec. 1998): 6-14.
Williamson, Porter B. General Patton’s Principles For Life and Leadership. Tuscon, AZ: MSC, Inc., 1988.
Wolfram, Stephen. A New Kind of Science. Champaign, IL: Wolfram Media, Inc., 2002.
Wolman, William and Anne Colamosca. The Great 401 (k) Hoax. Cambridge, Massachusetts: Perseus Publishing, 2002.
Yeung, Albert, Mika Toikka, Pankaj N. Patel, and Steve S. Kim. Quantitative Strategy. Does Technical Analysis Work? Credit Suisse First Boston. September 25, 2002.
Примечания
1
Recruitment ad for Shackleton’s Antarctic Expedition. The Times, London, 1913. Believed to have been posted in the personals section.
2
Van K. Tharp, Trade Your Way to Financial Freedom. New York: McGraw-Hill, 1999.
3
See www.mises.org.
4
Ludwig von Mises, Human Action: A Treatise on Economics. 4th revised ed. Irvington-on-Hudson, NY: The Foundation for Economic Education, Inc., 1996, printed 1998. First published 1949.
5
Доткомы – общее наименование интернет-компаний. Термин происходит от присущего названиям таких компаний сочетания «.com», где «точка» читается как «дот». – Примеч. науч. ред.
6
Ludwig von Mises, Human Action: A Treatise on Economics. 4th revised ed. Irvington-on-Hudson, NY: The Foundation for Economic Education, Inc., 1996, printed 1998. First published 1949.
7
Jack Schwager, Getting Started in Technical Analysis. John Wiley & Sons, 1999.
8
The History of rhe Motley Fool. Fool.com, November 4, 2003. See www.fool.com.
9
Неэкстраполяционная теория движения цен – теория движения фьючерсных цен на акции и товары, по которой старые цены не могут служить прогнозом движения цен в будущем. – Примеч. перев.
10
John Allen Paulos. A Mathematician Plays the Stock Market. Basic Books, 2003, 47.
11
Quantitative Strategy: Does Technical Analysis Work? Equity Research, Credit Suisse First Boston. September 25, 2002.
12
Daniel P. Collins in Futures, October 2003.
13
Disclosure Document. John W. Henry & Company, Inc. August 22, 2003.
14
По-английски «усмотрение» – discretion, отсюда discretionary – «дискреционный». – Примеч. перев.
15
Disclosure Document. John W. Henry & Company, Inc. August 22, 2003.
16
Carla Cavaletti, Top Traders Ride 1996 Trends. Futures. (March 1997), 68.
17
Ginger Szala, Abraham Trading: Trend Following Earns Texas Sized Profits. Futures (March 1995), 61.
18
Speech given to financial consultants on November 17, 2000. See www.jwh.com.
19
Presentation in Geneva, Switzerland on September 15, 1998.
20
AIMA Newsletter, June 2001. Alternative Investment Management Association.
21
Guest Article, 249. Managed Account Reports (November 1999), 9.
22
Speech given to financial consultants on November 17, 2000. See www.jwh.com.
23
From Upstairs/Downstairs Seminar with Tom Baldwin. Futures Industry Association, 1994.
24
Performance Review, February 1999. John W Henry & Company, Inc.
25
Tass Twenty Traders Talk. Held June 29, 1996 at the Montreal Ritz Carlton Hotel in Montreal, Canada.
26
Riva Atlas, Macro, Macro Man. Institutional Investor Magazine. 1996.
27
Trend Following: Performance, Risk and Correlation Characteristics. White Paper. Graham Capital Management.
28
Trends in Currency Markets: Which Way the $? AIMA Newsletter, June 2002. Alternative Investment Management Association.
29
The Trading Tribe at Seykota.com. See www.seykota.com/tribe/
30
Mary Greenebaum, Funds: The New Way to Play Commodities. Fortune, November 19, 1979.
31
Brett N. Steenbarger, The Psychology of Trading. John Wiley and Sons, 2002, 316–317.
32
Brenda Ueland, How to Write. 10th ed. Graywolf Press, 1997. First published 1938.
33
Anonymous «Super Trader» in Van Tharp, Two Contrasting Super Traders.
34
Jim Rogers, Investment Biker. New York: Random House, 1994.
35
Thomas Friedman, The Lexus and the Olive Tree. New York: Farrar, Straus and Giroux, 1999.
36
Daniel P. Collins, Seeding Tomorrow’s Top Traders; Managed Money; Dunn Capital Management Provides Help to Commodity Trading Advisor Start-ups. Futures, No. 6,Vol. 32, 67, (May 1, 2003) ISSN: 0746–2468.
37
Jim Collins, Good to Great, New York: HarperBusiness, 2001.
38
Daniel P. Collins, Seeding Tomorrow’s Top Traders; Managed Money; Dunn Capital Management Provides Help to Commodity Trading Advisor Start-ups. Futures, No. 6,Vol. 32, 67, (May 1, 2003) ISSN: 0746–2468.
39
Tricycle Asset Management, part of the Market Wizards Tour. Held on May 15, 2003 in Saskatoon, Saskatchewan.
40
Tricycle Asset Management, part of the Market Wizards Tour. Held on May 15, 2003 in Saskatoon, Saskatchewan.
41
Tricycle Asset Management, part of the Market Wizards Tour. Held on May 15, 2003 in Saskatoon, Saskatchewan.
42
Amy Rosenbaum, 1990s Highs and Lows: Invasions, Persuasions and Volatility. Futures, Vol. 19, No. 14 (December, 1990), 54.
43
«Пилообразный» рынок – рынок с частыми колебаниями, на котором быстро сменяют друг друга небольшие подъемы и спады. – Примеч. перев.
44
Andrew Osterland, For Commodity Funds, It Was as Good as It Gets. Business Week (September 14, 1998).
45
Jack Reerink, Dunn: Slow Reversal Pays Off. Futures, Vol. 25, No. 3 (March 1996).
46
Mike Mosser, Learning from Legends. Futures, Vol. 29, No. 2 (Feb. 2000).
47
How Managed Money Became a Major Area of the Industry; Futures Market. Futures, Vol. 21, No. 9 (July 1992), 52.
48
Mary Ann Burns, Industry Icons Assess the Managed Futures Business. Futures Industry Association (May/June 2003).
49
Carla Cavaletti, Comeback Kids: Managing Drawdowns According to Commodity Trading Advisors. Futures Vol. 27, No. 1 (January, 1998), 68.
50
Excerpt from Dunn Capital Management Monthly Commentary for February 2003.
51
Barclay Trading Group, Ltd. Barclay Managed Futures Report. Vol. 3,No. 3 (Third quarter 1992), 2.
52
A Conversation with William Lipschutz and Daniel Dunn. Tricycle Asset Management Webcast Conference.
53
Monster.com Ad.
54
Disclosure Document. Dunn Capital Management.
55
Lois Peltz, The New Investment Superstars. New York: John Wiley & Sons, Inc., 2001.
56
Mary Ann Burns, Industry Icons Assess the Managed Futures Business. Futures Industry Association (May/June 2003).
57
Mark S. Rzepczynski, John W. Henry & Co. Year in Review, December 2000.
58
Michael Peltz, John W. Henry’s Bid to Manage the Future. Institutional Investor (August 1996).
59
Ginger Szala, John W. Henry: Long-term Perspective. Futures (1987).
60
Lois Peltz, The New Investment Superstars. New York: John Wiley & Sons, Inc., 2001.
61
Lois Peltz, The New Investment Superstars. New York: John Wiley & Sons, Inc., 2001.
62
Futures Industry Association Conference Seminar. Trading System Review, November 2, 1994.
63
FIA – Futures Industry Association – ассоциация, объединяющая организации, работающие на американском рынке фьючерсов. – Примеч. перев.
64
Presentation in Geneva, Switzerland on September 15, 1998.
65
Presentation in Geneva, Switzerland on September 15, 1998.
66
Presentation in Geneva, Switzerland on September 15, 1998.
67
Федеральная резервная система США (ФРС).
68
Алан Гринспен – бывший глава Федеральной резервной системы США. – Примеч. науч. ред.
69
FIA Research Division Dinner held in New York City on April 20, 1995.
70
Email to TurtleTrader.com.
71
Daniel P. Collins, Long-term Technical Trend-following Method for Managed Futures Programs. Futures, Vol. 30, No. 14 (November, 2001). 22.
72
Thom Hartle, ed., Ed Seykota of Technical Tools. Technical Analysis of Stocks & Commodities, Vol. 10, No. 8, (August 1992) 328–331. (Used with permission; www.traders.com).
73
Thom Hartle, ed., Ed Seykota of Technical Tools. Technical Analysis of Stocks & Commodities, Vol. 10, No. 8, (August 1992) 328–331. (Used with permission; www.traders.com).
74
Thom Hartle, ed., Ed Seykota of Technical Tools. Technical Analysis of Stocks & Commodities, Vol. 10, No. 8, (August 1992) 328–331. (Used with permission; www.traders.com).
75
Thom Hartle, ed., Ed Seykota of Technical Tools. Technical Analysis of Stocks & Commodities, Vol. 10, No. 8, (August 1992) 328–331. (Used with permission; www.traders.com).
76
Shawn Tully, Princeton’s Rich Commodity Scholars. Fortune (February 9, 1981), 94.
77
The Trading Tribe at Seykota.com. See www.seyokota.com/tribe/
78
http://sysdyn.clexchange.org/sd-intro/home.html.
79
The Trading Tribe at Seykota.com. See www.seyokota.com/tribe/
80
Gibbons Burke, How to Tell a Market by Its Covers: Financial Market Predictions Based on Magazine Covers. Futures, Vol. 22, No. 4 (April 1993), 30.
81