Майкл Ковел - Биржевая торговля по трендам. Как заработать, наблюдая тенденции рынка

Bogle, John. C. Common Sense on Mutual Funds. New York: John Wiley & Sons, Inc., 1999.

Borish, Peter. Managed Money. Futures Vol. 27, No. 3 (March 1998).

Brealey, Richard and Stewart C. Myers. Principles of Corporate Finance, Fifth Edition. New York: Irwin McGraw Hill, 1996.

Brooks, Chris, and Harry M. Kat, The Statistical Properties of Hedge Fund Index Returns and Their Implications for Investors. Journal of Alternative Investment, 5 (2002): 26–44.

Brorsen, B.W. and S. H. Irwin. Futures Funds and Price Volatility. Review of Futures Markets 6 (1987): 119–135.

Burke, Gibbons. Your Money. Active Trader (July 2002): 68–73.

Burns, Greg. A Gunslinger No More. Businessweek (April 7, 1997): 64–72.

Canoles, W. Bruce, Sarahelen R. Thompson, Scott H. Irwin, and Virginia G. France. An Analysis of the Profiles and Motivations of Habitual Commodity Speculators. Working Paper 97–01, Office for Futures and Options Research, University of Illinois, Champagne-Urbana (1997).

Cavaletti, Carla. 1997’s Home Run Hitters. Futures, Vol. 27, No. 3, (March 1998).

Chandler, Beverly. Managed Futures. England: John Wiley & Sons, 1994.

Chang, E. C. and B. Schachter. Interday Variations in Volume, Variance and Participation of Large Speculators. Working Paper, Commodity Futures Trading Commission, 1993.

Christensen, Clayton M. The Innovator’s Dilemma: When New Technologies Cause Great Firms to Fail. Boston: Harvard Business School Press, 1997.

Christensen, Clayton M. and Matt Verlinden, Disruption, Disintegration, and the Dissipation of Differentiability. Harvard Business School Working Paper, 2000.

Clendaniel, Edward. Bubble Troubles. Forbes (March 25, 2002).

Collins, James C. and Jerry I. Porras. Built to Last: Successful Habits of Visionary Companies. New York: HarperBusiness, 1994.

Collins, Jim. Good to Great. New York: HarperBusiness, 2001.

Commodity Futures Trading Commission, Division of Economic Analysis. Survey of Pool Operators in Futures Markets with an Analysis of Interday Position Changes. Washington, D.C., 1991.

de Tocqueville, Alexis. Democracy in America. New York: Vintage Books, 1959.

Diz, Fernando. How do CTAs’ Return Distribution Characteristics Affect Their Likelihood of Survival? Journal of Alternative Investments, Vol. 2,No. 2 (Fall 1999): 37–41.

Douglas, Mark. The Disciplined Trader: Developing Winning Attitudes. New York: New York Institute of Finance, 1990.

Eales, J. S., B. K. Engel, R. J. Hauser, and S. R. Thompson. Grain Price Expectations of Illinois Farmers and Grain Merchandisers. American Journal of Agricultural Economics, 72 (1990): 701–708.

Ecke, Robert. Allocation to Discretionary CTAs Grow as Market Stalls. Barclay Trading Group Roundtable, Vol. 9, No. 3. (Third quarter, 1998).

Eckhardt, William. The c-Test. Stocks and Commodities. Vol. 12, No. 5 (1994): 218–221.

Edwards, Franklin R., and Mustafa Onur Caglayan. Hedge Fund and Commodity Fund Investment Styles in Bull and Bear Markets. Journal of Portfolio Management, 27 (2001): 97-108.

Ellis, Charles D. Winning the Loser’s Game, Third ed. New York: McGraw Hill, 1998.

Energy Traders on the Verge of Extinction. Barclay Trading Group Roundtable, Vol. 8,No. 3 (Third quarter, 1997).

Epstein, Richard A. The Theory of Gambling and Statistical Logic. San Diego, CA: Academic Press, Inc., 1995.

Feynman, Richard P., as told to Ralph Leighton. «What Do You Care What Other People Think?» Further Adventures of a Curious Character. New York: W.W. Norton & Company, 1988.

Fabozzi, Frank J., Francis Gupta, and Harry M. Markowitz. The Legacy of Modern Portfolio Theory. Institutional Investor, Inc., 2002.

Fleckenstein, Bill. The Long and Short of Short-Selling (Sept. 2002). See http://moneycentral.msn.com.

Forrester, Jay W. Principles of Systems. Cambridge, MA: Wright-Allen Press, Inc., 1968.

Forrester, Jay W. System Dynamics and the Lessons of 35 Years, in The Systemic Basis of Policy Making in the 1990s, Kenyon B. De Greene, ed., 1991.

Friedman, Thomas L. The Lexus and the Olive Tree. New York: Farrar, Straus, Giroux, 1999.

Fung, William, and Hsieh, David A. Asset-Based Hedge-Fund Styles and Portfolio Diversification, Financial Analyst Journal (September 2001).

Fung, William, and Hsieh, David A. Hedge-Fund Benchmarks: Information Content and Biases, Financial Analyst Journal (2002).

Fung William and David A. Hsieh. Pricing Trend Following Trading Strategies: Theory and Empirical Evidence (1998).

Fung, William, and David A. Hsieh. The Risk in Hedge Fund Strategies: Theory and Evidence from Fixed Income Funds. Journal of Fixed Income, 14 (2002).

Gadsden, Stephen. Managed the Future. The MoneyLetter, Vol. 25, No. 20 (Oct. 2001).

Gallacher, William R. Winner Take All. New York: McGraw-Hill, 1994.

Gann, W. D. How to Make Profits Trading in Commodities. Pomeroy: Library of Gann Publishing Co. Inc., 1951.

Garber, Peter M. Famous First Bubbles: The Fundamentals of Early Manias. Cambridge, MA: MIT Press, 2000.

Gardner, B. L. Futures Prices in Supply Analysis. American Journal of Agricultural Economics, 58 (1976), 81–84.

Gary, Loren. The Right Kind of Failure. Harvard Management Update. Gigerenzer, Gerd and Peter M. Todd. Simple Heuristics That Make Us Smart. Oxford: Oxford University Press, 1999.

Gilovich, Thomas, Robert Valone, and Amos Tversky. The Hot Hand in Basketball: On the Misperception of Random Sequences. Cognitive Psychology, 17 (1985), 295–314.

Ginyard, Johan. Position-sizing Effects on Trader Performance: An Experimental Analysis. Uppsala University, Department of Psychology, 2001.

Goldbaum, David. Technical Analysis, Price Trends, and Bubbles.

Gould, Stephen Jay. Full House. New York: Three Rivers Press, 1996.

Gould, Stephen Jay. The Streak of Streaks. The New York Times Review of Books (Aug. 18, 1988). See www.nybooks.com/articles/4337.

Grof, Stanisslav. The Adventure of Self-Discovery: Dimensions of Consciousness and New Perspectives in Psychotherapy and Inner Exploration. Albany: State University of New York, Press, 1988.

Hakim, Danny. Hedging Learned at the Family Farm. The New York Times, July 26, 2002.

Harlow, Charles V. D. B. A. and Michael D. Kinsman, Ph. D, CPA. The Electronic Day Trader & Ruin. The Graziadio Business Report (Fall 1999).

Harris, Larry. Trading and Exchanges. New York: Oxford University Press, 2003.

Harris, Lawrence. The Winners and Losers of the Zero-Sum Game: The Origins of Trading Profits, Price Efficiency and Market Liquidity. University of Southern California (1993).

Haun, Bruce. Rebalancing Portfolios Lowers Volatility and Stabilizes Returns. B. Edward Haun & Company (June 1994).

Irwin, Scott H. and Satoko Yoshimaru. Managed Futures Trading and Futures Price Volatility (1996).

Jaeger, Lars. Managing Risk in Alternative Investment Strategies. Upper Saddle River, NJ: Financial Times Prentice Hall, 2002.

Jakiubzak, Ken. KmJ: Ready for Anything. Futures, Vol. 29, No. 3 (March 2000).

Kahneman, Daniel and Amos Tverksy. Prospect Theory: An Analysis of Decision Under Risk. Econometrica, 47 (1979): 263–291.

Kaplan, Laurie. Turning Turtles into Traders. Managed Derivatives (May 1996).

Karas, Robert. Looking Behind the Non-Correlation Argument. See www.aima.org/aimasite/research/lgtoct99.htm.

Kat, Harry M. Managed Futures and Hedge Funds: A Match Made in Heaven. Working Paper (November 2002).

Kaufman, Perry. Trading Systems and Methods, Third Edition. New York: John Wiley and Sons, Inc., 1998.

Klein, Gary. Sources of Power: How People Make Decisions. Cambridge, MA: The MIT Press, 1998.

Krauland, and Mabon, P. C. Going Once, Going Twice. Discover (Aug. 2002).

Le Bon, Gustave. The Crowd: A Study of the Popular Mind. Atlanta: Cherokee Publishing Company, 1982.

Lefevre, Edwin. Reminiscences of a Stock Operator. Canada: John Wiley & Sons, Inc., 1994.

Lerner, Robert L. The Mechanics of the Commodity Futures Markets, What They Are and How They Function. Mount Lucas Management Corp., 2000.

Liebovitch, L. S. Fractals and Chaos Simplified for the Life Sciences. New York: Oxford University Press, 1998.

Liebovitch, L. S., A. T. Todorov, M. Zochowski, D. Scheurle, L. Colgin, M. A. Wood, K. A. Ellenbogen, J. M. Herre and R. C. Bernstein. Nonlinear Properties of Cardiac Rhythm Abnormalities. Physical Review, 59 (1999): 3312–3319.

Livermore, Jesse L. How to Trade in Stocks: The Livermore Formula for Combining Time Element and Price. New York: Duel, Sloan & Pearce, 1940.

Lukac, L. P., B. W. Brorsen, and S. H. Irwin. The Similarity of Computer Guided Technical Trading Systems. Journal of Futures Markets, 8 (1988): 1-13.

Lungarella, Gildo. Managed Futures: A Real Alternative. White Paper.

Mackay Charles LL. D. Extraordinary Popular Delusions and the Madness of Crowds. New York, 1841.

MacRae, Desmond. Dealing with Complexities. Trading Focus (July 1998).

Martin, George. Making Sense of Hedge Fund Returns: What Matters and What Doesn’t. Derivatives Strategies (2002).

Mauboussin, Michael J., Alexander Schay and Stephen Kawaja. Counting What Counts. Credit Suisse First Boston Equity Research (February 4, 2000).

Mauboussin, Michael J. and Kristen Bartholdson. Stress and Short-Termism. The Consilient Observer, Vol. 1,No. 9 (Credit Suisse First Boston, May 2002).

Maubossin, Michael and Kristen Bartholdson. Whither Enron? Or Why Enron Withered. The Consilient Observer, Vol. 1,No. 1 (Credit Suisse First Boston, January 2002).

Mosser, Mike. Learning from Legends. Futures, Vol. 29, No. 2 (Feb. 2000).

Nacubo Endowment Study. Washington, D.C.: National Association of College and University Business Officers, 1999.

Niederhoffer, Victor and Laurel Kenner. Practical Speculation. Hoboken, NJ: John Wiley & Sons, 2003.

Odean, Terrance. Are Investors Reluctant to Realize Their Losses? Journal of Finance, 53 (October 1998), 1775–1798.

O’Donoghue, Ted and Matthew Rabin. Choice and Procrastination. University of California at Berkeley, Department of Economics. Working Paper E00-281 (June 3, 2001).

Oldest CTAs in the Industry Have Survived and Thrived. Barclay Trading Group Roundtable, Vol. 6,No. 3. (Third quarter, 1995).

Peltz, Lois. The Big Global Macro Debate. Market Barometer (April 1998): 9-13.

Peltz, Lois. The New Investment Superstars. Canada: John Wiley & Sons, Inc., 2001.

Peters, E. E. Fractal Market Analysis. New York: John Wiley & Sons, Inc., 1994.

Rand, Ayn. Atlas Shrugged. New York: Random House, 1957.

Rand, Ayn. The Fountainhead. New York: Bobbs-Merrill Company, 1943.

Rappaport, Alfred. Creating Shareholder Value: A Guide for Managers and Investors. New York: The Free Press, 1998.

Rappaport, Alfred and Michael J. Mauboussin. Expectations Investing. Boston: Harvard Business School Publishing, 2001.

Reerink, Jack. Seidler’s Returns Fuel Comeback. Futures, Vol. 24, No. 3 (March 1995).

Rogers, Jim. Investment Biker. New York: Villard Books, 1994.

Russo, J. Edward and Paul J. H. Schoemaker. Managing Overconfidence. Sloan Management Review (Winter 1992).

Rzepczynski, Mark. The End of the Benign Economy and the New Era for Managed Funds. MFA Reporter (John W. Henry & Company, Inc, 2001).

Rzepczynski, Mark S. Market Vision and Investment Styles: Convergent versus Divergent Trading. The Journal of Alternative Investments, Vol. 2,No. 1 (Winter 1999): 77–82.

Schneeweis, Thomas, and Georgi Georgiev. The Benefits of Managed Futures. CISDM and School of Management at University of Massachusetts (2002).

Schneeweis, Thomas, and Spurgin, Richard. Quantitative Analysis of Hedge Fund and Managed Futures Return and Risk Characteristics, in Evaluating and Implementing Hedgefund Strategies, Second Edition, R. Lake ed., 2002.

Schwager, Jack D. Getting Started in Technical Analysis. New York: John Wiley & Sons, Inc., 1999.

Schwager, Jack D. Market Wizards: Interviews with Top Traders. New York: HarperBusiness, 1989.

Schwager, Jack D. The New Market Wizards: Conversations with America’s Top Traders. New York: HarperBusiness, 1992.

Schwed Jr., Fred. Where Are the Customers’ Yachts? Canada: John Wiley & Sons, Inc., 1995.

Seykota, Ed and Dave Druz. Determining Optimal Risk. Stocks and Commodities, Vol. 11, No. 3: 122–124.

Shapiro, Carl and Hal R. Varian. Information Rules: A Strategic Guide to the Network Economy. Boston: Harvard Business School Press, 1999.

Shefrin, Hersh and Meir Statman. The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence. Journal of Finance, 40 (1985) 777–790.

Shekerjian, Denise. Uncommon Genius. New York: Penguin Books, 1990.

Shiller, Robert J. Irrational Exuberance. Princeton, NJ: Princeton University Press, 2000.

Robert J. Shiller. Do Stock Prices Move Too Much to Be Justified by Subsequent Changes in Dividends? American Economic Review, 71 (1981).

Sloan, Allen. Even With No Bull Market, Baby Boomers Can Thrive. March 2002. See www.washingtonpost.com.

Slywotzky, Adrian J. V alue Migration: How to Think Several Moves Ahead of the Competition. Boston: Harvard Business School Press, 1996.

Smant, Dr. D. J. C. Famous First Bubbles, South Sea Bubble? The Fundamentals of Early Manias. Oct. 2001.

Soros, George. The Alchemy of Finance: Reading the Mind of the Market. New York: John Wiley & Sons, Inc., 1994.

Spurgin, Richard. Some Thoughts on the Source of Return to Managed Futures. CISDM and School of Management at University of Massachusetts Steinhardt, Michael. No Bull: My Life In and Out of Markets. Canada: John Wiley & Sons, Inc., 2001.

Stendahl, David, Staying Afloat. Omega Research (1999).

Szala, Ginger. William Eckhardt: Doing by Learning. Futures, Vol. 21, No. 1 (January 1992).

Taleb, Nassim Nicholas. Fooled By Randomness. New York: Texere, 2001.

Teweles, Richard J. and Frank J. Jones. The Futures Game. Who Wins? Who Loses? Why? New York: McGraw-Hill, 1987.

Thaler, Richard H. Mental Accounting Matters. Journal of Behavioral Decision Making, 12 (1999): 183–206.

Thaler, Richard H. Saving, Fungibility, and Mental Accounts, Journal of Economic Perspectives, Vol. 4,No. 1 (Winter 1990): 193–205.

Tharp, Van K. Trade Your Way to Financial Freedom. New York: McGraw-Hill, 1999.

Thorp, Edward O. Beat the Dealer. New York: Vintage Books, 1966.

Toffler, Alvin. Future Shock. New York: Bantam Books, 1971.

Tully, Shawn. Princeton’s Rich Commodity Scholars. Fortune 9 (February 1981): 94.

Tversky, Amos and Daniel Kahneman. Belief in the Law of Small Numbers. Psychological Bulletin, 76 (1971) 105–110.

Tzu, Sun. The Art of War. Boston and London: Shambhala, 1988.

Ueland, Brenda. If You Want to Write: A Book About Art, Independence and Spirit. Saint Paul, MN: Graywolf Press, 1937.

Vince, Ralph. Portfolio Management Formulas. Canada: John Wiley & Sons, Inc., 1990.

Vince, Ralph. The New Money Management. New York: John Wiley & Sons, Inc., 1995.

von Mises, Ludwig. Human Action: A Treatise on Economics. New York: The Foundation for Economic Education, Inc., 1996. First published 1949.

Watts, Dickson G. Speculation as a Fine Art and Thoughts on Life. New York: Traders Press, 1965.

Where, Oh Where Are the.400 Hitters of Yesteryear. Financial Analysts Journal (Nov./Dec. 1998): 6-14.

Williamson, Porter B. General Patton’s Principles For Life and Leadership. Tuscon, AZ: MSC, Inc., 1988.