內容簡介
內容簡介 In Advanced Futures Trading Strategies , Robert Carver provides a complete practical guide to 30 trading strategies for the futures markets.The strategies cover more than 100 tradable instruments and draw on over 50 years of historic data, and are suitable for both discretionary and systematic traders.The strategies begin with the most basic, and progress to more advanced strategies, including trading calendar spreads, breakouts, trend following, fast mean reversion, and many more.For each strategy, Robert describes:How and why it works.Detailed rules for putting the strategy into practice.Past performance from historical data.Historic strategy behaviour and risk.And throughout the book, building up step by step, Robert explains other essential aspects of effective futures trading, including:How to properly calculate profits and assess performance.How to measure and forecast risk.How to calculate trading costs.The trading capital you need for specific futures instruments.How to decide which instrument to trade.Diversifying by using multiple strategies together.And much, much more.Advanced Futures Trading Strategies is the definitive practical guide to futures trading strategies. No one who intends to seriously trade futures can afford to be without it.
作者介紹
作者介紹 Robert CarverRobert Carver is an independent trader, investor and writer. He spent over a decade working in the City of London before retiring from the industry in 2013. Robert traded exotic derivative products for Barclays Investment Bank, and then worked as a portfolio manager for AHL - one of the worlds largest hedge funds - where he was responsible for the creation of AHLs fundamental global macro strategy, and subsequently managed the funds multi billion dollar fixed income portfolio. He has Bachelors and Masters degrees in Economics, and is currently a visiting lecturer at Queen Mary, University of London. Robert trades his own portfolio using the methods you can find in his books.