Bibliography

OFFICIAL BOOK WEBSITE

www.followingthetrend.com

RESEARCH PAPERS, ARTICLES AND WEBSITES

Absolute Returns, www.absolutereturns.com (accessed 24 August 2012)

Automated Trading System, www.automated-trading-system.com (accessed 24 August 2012)

Barclay Hedge, www.barclayhedge.com (accessed 24 August 2012)

Basu, Devraj, ‘Capturing Commodity Backwardation’, Futures magazine, May 2011

Basu, Devraj and Stremme, Alexander, ‘The Economic Value of Linkage between Spot and Futures Market’, February 2009

Burghardt, Galen and Walls, Brian, ‘Two Benchmarks for Momentum Trading’, NewEdge AlternativeEdge Research, 2010

Cooper, Tony, ‘Alpha Generation and Risk Smoothing using Managed Volatility’, August 2010

Faith, Curtis, ‘The Original Turtle Trading Rules’, 2003, http://www.benvanvliet.net/Downloads/turtlerules.pdf (accessed 24 August 2012)

IASG Managed Futures Database, www.iasg.com (accessed 24 August 2012)

Kaminski, Kathryn and Lo, Andrew W., ‘When Do Stop-Loss Rules Stop Losses?’, January 2007

Koulajian, Nigol and Czkwianianc, Paul, ‘Black Box Trend Following – Lifting the Veil’, 2010

Koulajian, Nigol and Czkwianianc, Paul, ‘Know your Skew’, 2011

National Futures Association, www.nfa.futures.org (accessed 24 August 2012)

Standard and Poor’s, ‘Standard and Poor’s Indices Versus Active (SPIVA)’, www.standardandpoors.com/indices/spiva/en/us (accessed 24 August 2012)

Wilkes, Thomas and Fletcher, Laurence, ‘Special Report: The Algorithmic Arms Race’, Reuters 2012

BOOKS

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