Hier sehen Sie einen Auszug aus den Wissenschaftlichen Büchern und Puplikaitonen, mit denen wir gearbeitet haben um unser Investmentstrategien und Algorithmen zu entwickeln. 

Nehmen Sie sich Zeit zum lesen, um einen besseren Einblick in unsere Arbeit zu bekommen und sowohl die Finanzwelt als auch den Algorithmischen Handel besser zu verstehen.

Kapitel: Trading Strategie - Trendfollowing

 

Notes and references

  1. Trend Trading. Investopedia

  2. Dr. Galen Burghardt (December 13, 2010). "Measuring the impact of trend following in the CTA space". Opalesque TV.

  3. Tharp, Van K. (1998). Trade Your Way to Financial Freedom. 83: McGraw-Hill. ISBN 978-0-07-064762-6.

  4. Clenow, Andreas F. (2012). Following the Trend: Diversified Managed Futures Trading. Wiley & Sons. p. 300. ISBN 978-1118410851.

  5. Covel, Michael W. (2009). Trend Following (Updated Edition): Learn to Make Millions in Up or Down Markets. FT Press; 1 Updated edition (February 25, 2009). ISBN 0-13-702018-X.

Further reading

  • Christensen, Hugh (2012). "Forecasting High-Frequency Futures Returns Using Online Langevin Dynamics". IEEE Journal of Selected Topics in Signal Processing. 6 (4): 366–380. doi:10.1109/JSTSP.2012.2191532.

  • Brown, Kedrick (2006). Trend Trading: Timing Market Tides. John Wiley & Sons, Inc. ISBN 978-0-471-98021-6.

  • Covel, Michael W. (2007). Trend Following: How Great Traders Make Millions in Up or Down Markets, New Expanded Edition. Financial Times Prentice Hall (March 19, 2007). ISBN 978-0-13-613718-4.

  • Covel, Michael W. (2009). Trend Following (Updated Edition): Learn to Make Millions in Up or Down Markets. FT Press; 1 Updated edition (February 25, 2009). ISBN 978-0-13-702018-8.

  • Covel, Michael W. (2007). The Complete TurtleTrader: The Legend, the Lessons, the Results. Collins (October 9, 2007). ISBN 978-0-06-124170-3.

  • Covel, Michael W. (2009). The Complete TurtleTrader: How 23 Novice Investors Became Overnight Millionaires. Collins Business (February 24, 2009). ISBN 978-0-06-124171-0.

  • Faith, Curtis M. (2007). Way of the Turtle:The Secret Methods that Turned Ordinary People into Legendary Traders. McGraw-Hill. ISBN 978-0-07-148664-4.

  • Markman, John D. (2003). Swing Trading: Power Strategies to Cut Risk and Boost Profits. ISBN 978-0-471-20678-1.

  • Seykota, Ed (August 2006). "How to determine the trend". FAQ. Retrieved 2006-08-21.

  • Tate, Christopher (March 2001). The Art of Trading. ISBN 978-1-876627-63-8.

  • Nilsson, Linus (November 2015). "Trend Following - Expected Returns". SSRN 2689861.