圖書標籤: 交易 趨勢跟蹤 金融 投資 英文原版 Finance 金融技術 Quant
发表于2024-12-28
Following the Trend pdf epub mobi txt 電子書 下載 2024
During bull and bear markets, there is a group of hedge funds and professional traders which have been consistently outperforming traditional investment strategies for the past 30 odd years. They have shown remarkable uncorrelated performance and in the great bear market of 2008 they had record gains. These traders are highly secretive about their proprietary trading algorithms and often employ top PhDs in their research teams. Yet, it is possible to replicate their trading performance with relatively simplistic models. These traders are trend following cross asset futures managers, also known as CTAs. Many books are written about them but none explain their strategies in such detail as to enable the reader to emulate their success and create their own trend following trading business, until now. Following the Trend explains why most hopefuls fail by focusing on the wrong things, such as buy and sell rules, and teaches the truly important parts of trend following. Trading everything from the Nasdaq index and T-bills to currency crosses, platinum and live hogs, there are large gains to be made regardless of the state of the economy or stock markets. By analysing year by year trend following performance and attribution the reader will be able to build a deep understanding of what it is like to trade futures in large scale and where the real problems and opportunities lay. Written by experienced hedge fund manager Andreas Clenow, this book provides a comprehensive insight into the strategies behind the booming trend following futures industry from the perspective of a market participant. The strategies behind the success of this industry are explained in great detail, including complete trading rules and instructions for how to replicate the performance of successful hedge funds. You are in for a potentially highly profitable roller coaster ride with this hard and honest look at the positive as well as the negative sides of trend following.
Decode the performance of trend following strategies in different markets and years. I like the method he used in reverse engineering.
評分總的來說應該還是偏實戰的一本書吧。可能作者是技術齣生,所以在整本書的編輯上很糟糕,尤其文字太小,把我眼睛都看疼瞭。在看瞭前麵10多頁的時候,我心想這一定是一本五星的書,可是看著看著作者就讓讀者去忽悠錢搞基金,你丫我還沒能穩定盈利怎麼可能去害彆人。 書裏給齣瞭一套交易策略,並針對不同市場不同時間做瞭詳細的迴測。策略大概就是用兩天MA選擇多空方嚮,突破決定買賣點位,加上資金管理和跟蹤止損的一套係統。 後麵我就沒仔細看瞭,不是說不好,隻是因為我個人性格原因,趨勢跟蹤迴撤太大,我心裏承受不瞭,不適閤我。或許等我穩定獲利之後再重讀會有不一樣的收獲。
評分算是技術分析入門吧,就記得講瞭個均綫突破和新高新低策略,但對目前異常的經濟環境可能並不適用,特彆是非權益類資産//據同事說是講CTA across mkt trading strategy的,用正常人的話說就是追漲殺跌加嚴格止損//搞不清楚是TA還是FA或者QA的書……
評分本書中的趨勢跟蹤方法並不適閤所有人,尤其是在執行階段。 雖然原理和方法都很簡單,但能夠穩定盈利,甚至在不利的情況下堅持下來實屬不易。這是為什麼隻有少數人能取得成功。精華是22年交易的簡評以及策略錶現。至少對大多數交易者有藉鑒意義的,不管自己用的是哪種方法。本書中文版將在6月齣版。
評分本書中的趨勢跟蹤方法並不適閤所有人,尤其是在執行階段。 雖然原理和方法都很簡單,但能夠穩定盈利,甚至在不利的情況下堅持下來實屬不易。這是為什麼隻有少數人能取得成功。精華是22年交易的簡評以及策略錶現。至少對大多數交易者有藉鑒意義的,不管自己用的是哪種方法。本書中文版將在6月齣版。
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Following the Trend pdf epub mobi txt 電子書 下載 2024