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Index Abbey National Bank, 142 AQR Capital Management, 367–370, 378 Abelson, Alan, 235 Ariely, Dan, 190, 281 Abraham, Malouf, 75 Aristotle, 206, 243 Abraham, Mark, 13 Art, Christopher, 505 Abraham, Salem, 17, 75–77, 130, 255 The Art of Investing, 6 Abraham Trading Company, 75–77, 130, 131 Asacker, Tom, 213 Absolute returns, 92–93 Asian Contagion (1997), 157–161 Absolute Returns (Ineichen), 273 Asness, C. S., 407, 536 Accuracy of Forecasting (Makridakis), 227 Asness, Cliff, xxiii, 17, 33, 368–370, 372–373, 375 Ackman, Bill, 235, 243 Aspect Capital, 295, 300–301, 304–305, 307–308, Adam, Harding, and Lueck (AHL), 33, 253–254, 295, 321, 425–434 298–301, 321, 359, 360, 435n. Assange, Julian, 370 Adam, Michael, 33, 295–301 Asset classes, 541–545, 567 AIG, 249 Auburn Auto, 83 Ainslie, Lee, 369, 371 Aumann, Robert, 281 Aliferis, P., 405n. Axelrod, Bobby (Billions), 8, 271 Alliance Capital Management Holding LP, 231 Almost-certain-death strategies, 480, 481 Bachelier, Louis, xx Altegris, 571 Bacon, Louis, 24, 65, 561 Altucher, James, 281 Bagehot, Walter, 52 Amaranth, 119 Baha, Christian, ii, 256 American Express, 231 Bailey, D. J., 445 Amin, Gaurav, 508 COPYRIGHTEDBaldwin, MATERIAL William, 83 Anchorman (fi lm), 245 Baltimore, David, 381–382 Anderson, Philip, 156 Baltimore Orioles, 179 Anderson, Sparky, 182 Bankers Trust, 146 Andreessen, Marc, 29, 249 Bank of America, 21 Andrews, Will, 71, 73 Bank of Italy, 149 Aponte, Mike (MIT Blackjack Team), 29 Bank of Japan, 220–221 Apple, xxii, 22, 259 Bank One, 552 641 bindex 641 25 October 2018 9:25 PM 642 Index Baratz, Morton S., 20 fi xed-fraction, 474, 475 Barberis, N., 422 optimal, 473 Barclays, 505, 507 Bet-it-all strategies, 480, 481 Barclays BTOP 50 Managed Futures Index (BTOP50), Bhaduri, Ranjan, 505 452–469 Bhansali, Vineer, 533–547 Barclays Systematic Traders Index, 510 BHY test, 442 Barclays U.S. -
Copyrighted Material
Index Abbey National Bank, 142 AQR Capital Management, 367–370, 378 Abelson, Alan, 235 Ariely, Dan, 190, 281 Abraham, Malouf, 75 Aristotle, 206, 243 Abraham, Mark, 13 Art, Christopher, 505 Abraham, Salem, 17, 75–77, 130, 255 The Art of Investing, 6 Abraham Trading Company, 75–77, 130, 131 Asacker, Tom, 213 Absolute returns, 92–93 Asian Contagion (1997), 157–161 Absolute Returns (Ineichen), 273 Asness, C. S., 407, 536 Accuracy of Forecasting (Makridakis), 227 Asness, Cliff, xxiii, 17, 33, 368–370, 372–373, 375 Ackman, Bill, 235, 243 Aspect Capital, 295, 300–301, 304–305, 307–308, Adam, Harding, and Lueck (AHL), 33, 253–254, 295, 321, 425–434 298–301, 321, 359, 360, 435n. Assange, Julian, 370 Adam, Michael, 33, 295–301 Asset classes, 541–545, 567 AIG, 249 Auburn Auto, 83 Ainslie, Lee, 369, 371 Aumann, Robert, 281 Aliferis, P., 405n. Axelrod, Bobby (Billions), 8, 271 Alliance Capital Management Holding LP, 231 Almost-certain-death strategies, 480, 481 Bachelier, Louis, xx Altegris, 571 Bacon, Louis, 24, 65, 561 Altucher, James, 281 Bagehot, Walter, 52 Amaranth, 119 Baha, Christian, ii, 256 American Express, 231 Bailey, D. J., 445 Amin, Gaurav, 508 COPYRIGHTEDBaldwin, MATERIAL William, 83 Anchorman (film), 245 Baltimore, David, 381–382 Anderson, Philip, 156 Baltimore Orioles, 179 Anderson, Sparky, 182 Bankers Trust, 146 Andreessen, Marc, 29, 249 Bank of America, 21 Andrews, Will, 71, 73 Bank of Italy, 149 Aponte, Mike (MIT Blackjack Team), 29 Bank of Japan, 220–221 Apple, xxii, 22, 259 Bank One, 552 641 bindex.indd 641 5/9/2017 1:37:15 PM 642 Index Baratz, Morton S., 20 fixed-fraction, 474, 475 Barberis, N., 422 optimal, 473 Barclays, 505, 507 Bet-it-all strategies, 480, 481 Barclays BTOP 50 Managed Futures Index (BTOP50), Bhaduri, Ranjan, 505 452–469 Bhansali, Vineer, 533–547 Barclays Systematic Traders Index, 510 BHY test, 442 Barclays U.S. -
Trend Following
Praise for Trend Following “Michael Covel’s Trend Following: essential.” —Ed Seykota, trend follower and original market wizard “Trend Following by Michael Covel? I’m ‘long’ this book.” —Bob Spear, developer of Trading Recipes Software “Michael Covel’s Trend Following is a breakthrough book that captures the essence of what really makes markets tick. Diligently researched and comprehensive in scope, it will replace The Market Wizards as the must-read bible for a new generation of traders.” —Jonathan Hoenig, portfolio manager, Capitalistpig Hedge Fund LLC and Fox News contributor “Investment books that have a lasting appeal offer insight that resonates with a large number of investors. We believe Michael Covel’s Trend Following will be such a book.” —Richard E. Cripps, Legg Mason chief market strategist “Please read [Trend Following] whether you think you have an interest in trend following or are not sure…Covel has hit a home run with it.” —Gail Osten, editor-in-chief, Stocks, Futures, & Options magazine “Michael Covel has written the definitive book on trend following. With careful research and clear insight, he has captured the essence of the most successful of all trading strategies. Michael knows his subject matter and he writes about it with passion, conviction, and enthusiasm. This enjoyable and well written book is destined to become a classic.” —Charles LeBeau, author of Technical Traders Guide to Computer Analysis of the Futures Markets “Trend Following is an engrossing and educational journey through the principles, pitfalls, players, and psychology of aggressive technical trading of the investment markets. [It is] rich in its wisdom and historical study.” —Gerald Appel, president of Signalert Corporation and publisher of Systems and Forecasts newsletter “Conventional wisdom says buy low and sell high, but what do you do now that your favorite market—be it a stock, bond, or commodity—is at an all-time high or low? For a completely different perspective, from people who actually make money at this business, take a look inside. -
Ÿþi N V E S T M E N T S T R a T E G I E S O F H E D G E F U N
Investment Strategies of Hedge Funds For other titles in the Wiley Finance series please see www.wiley.com/finance Investment Strategies of Hedge Funds Filippo Stefanini Copyright © 2006 John Wiley & Sons Ltd, The Atrium, Southern Gate, Chichester, West Sussex PO19 8SQ, England Telephone (+44) 1243 779777 Email (for orders and customer service enquiries): [email protected] Visit our Home Page on www.wiley.com All Rights Reserved. No part of this publication may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, photocopying, recording, scanning or otherwise, except under the terms of the Copyright, Designs and Patents Act 1988 or under the terms of a licence issued by the Copyright Licensing Agency Ltd, 90 Tottenham Court Road, London W1T 4LP, UK, without the permission in writing of the Publisher. Requests to the Publisher should be addressed to the Permissions Department, John Wiley & Sons Ltd, The Atrium, Southern Gate, Chichester, West Sussex PO19 8SQ, England, or emailed to [email protected], or faxed to (+44) 1243 770620. Adapted and updated from the original Italian, first published in 2005 by Il Sole 24 Ore. Translation by Laura Simontacchi. Designations used by companies to distinguish their products are often claimed as trademarks. All brand names and product names used in this book are trade names, service marks, trademarks or registered trademarks of their respective owners. The Publisher is not associated with any product or vendor mentioned in this book. This publication is designed to provide accurate and authoritative information in regard to the subject matter covered. -
Technical Analysis
Technical Analysis PDF generated using the open source mwlib toolkit. See http://code.pediapress.com/ for more information. PDF generated at: Wed, 02 Feb 2011 16:50:34 UTC Contents Articles Technical analysis 1 CONCEPTS 11 Support and resistance 11 Trend line (technical analysis) 15 Breakout (technical analysis) 16 Market trend 16 Dead cat bounce 21 Elliott wave principle 22 Fibonacci retracement 29 Pivot point 31 Dow Theory 34 CHARTS 37 Candlestick chart 37 Open-high-low-close chart 39 Line chart 40 Point and figure chart 42 Kagi chart 45 PATTERNS: Chart Pattern 47 Chart pattern 47 Head and shoulders (chart pattern) 48 Cup and handle 50 Double top and double bottom 51 Triple top and triple bottom 52 Broadening top 54 Price channels 55 Wedge pattern 56 Triangle (chart pattern) 58 Flag and pennant patterns 60 The Island Reversal 63 Gap (chart pattern) 64 PATTERNS: Candlestick pattern 68 Candlestick pattern 68 Doji 89 Hammer (candlestick pattern) 92 Hanging man (candlestick pattern) 93 Inverted hammer 94 Shooting star (candlestick pattern) 94 Marubozu 95 Spinning top (candlestick pattern) 96 Three white soldiers 97 Three Black Crows 98 Morning star (candlestick pattern) 99 Hikkake Pattern 100 INDICATORS: Trend 102 Average Directional Index 102 Ichimoku Kinkō Hyō 103 MACD 104 Mass index 108 Moving average 109 Parabolic SAR 115 Trix (technical analysis) 116 Vortex Indicator 118 Know Sure Thing (KST) Oscillator 121 INDICATORS: Momentum 124 Momentum (finance) 124 Relative Strength Index 125 Stochastic oscillator 128 Williams %R 131 INDICATORS: