In presenting the second edition of this book, we have added three new chapters, in particular focusing on the area of technical analysis (chartism). We feel that this material should be included in any broad contemporary study on trading rules and we hope this inclusion will encourage further research on this area.

The past few years have seen an extraordinary explosion in the use of quantitative systems designed to trade in the foreign exchange and futures markets. This is witnessed by exponential growth of alternative investments, namely futures funds and hedge funds. Curiously, research on this area has been fragmented and sporadic. The purpose of this book is to bring together leading academics and practitioners who are working ...

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