Endnotes

Preface

Chapter 1

Chapter 2

Chapter 3

Chapter 4

Chapter 5

Chapter 6

Chapter 7

Chapter 8

Chapter 9

Chapter 10

Chapter 11

Section II: Trend Following Interviews

Chapter 12

Chapter 13

Chapter 14

Chapter 15

Chapter 16

Chapter 17

Chapter 18

Section III: Trend Following Research

Chapter 19

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  • Greyserman, A., “The Multi-Centennial View of Trend Following,” ISAM white paper (2012).
  • Jegadeesh, N., and S. Titman. “Returns to Buying Winners and Selling ­Losers: Implications for Stock Market Efficiency,” Journal of Finance 48, no. 1 (1993): 65–91.
  • Kaminski, K., “Managed Futures and Volatility: Decoupling a ‘Convex’ Relationship with Volatility Cycles,” CME Market Education Group (May 2012).
  • Moskowitz, T., T. Ooi, and L. Pedersen, “Time Series Momentum,” Journal of Financial Economics, no. 104 (May 2012).
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Chapter 20

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Chapter 21

  • C. M. Faith, Way Of The Turtle (New York: McGraw-Hill, 2007).
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Appendix

The 13 trend following models used in the paper are as follows:

Chapter 22

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Chapter 24

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Chapter 26

Chapter 27

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Chapter 28

Epilogue

About the Author

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