Биржевая торговля по трендам. Как заработать, наблюдая тенденции рынка

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.