Майкл Ковел - Биржевая торговля по трендам. Как заработать, наблюдая тенденции рынка
Williamson, Porter B. General Patton’s Principles For Life and Leadership. Tuscon, AZ: MSC, Inc., 1988.
Wolfram, Stephen. A New Kind of Science. Champaign, IL: Wolfram Media, Inc., 2002.
Wolman, William and Anne Colamosca. The Great 401 (k) Hoax. Cambridge, Massachusetts: Perseus Publishing, 2002.
Yeung, Albert, Mika Toikka, Pankaj N. Patel, and Steve S. Kim. Quantitative Strategy. Does Technical Analysis Work? Credit Suisse First Boston. September 25, 2002.
Примечания
1
Recruitment ad for Shackleton’s Antarctic Expedition. The Times, London, 1913. Believed to have been posted in the personals section.
2
Van K. Tharp, Trade Your Way to Financial Freedom. New York: McGraw-Hill, 1999.
3
See www.mises.org.
4
Ludwig von Mises, Human Action: A Treatise on Economics. 4th revised ed. Irvington-on-Hudson, NY: The Foundation for Economic Education, Inc., 1996, printed 1998. First published 1949.
5
Доткомы – общее наименование интернет-компаний. Термин происходит от присущего названиям таких компаний сочетания «.com», где «точка» читается как «дот». – Примеч. науч. ред.
6
Ludwig von Mises, Human Action: A Treatise on Economics. 4th revised ed. Irvington-on-Hudson, NY: The Foundation for Economic Education, Inc., 1996, printed 1998. First published 1949.
7
Jack Schwager, Getting Started in Technical Analysis. John Wiley & Sons, 1999.
8
The History of rhe Motley Fool. Fool.com, November 4, 2003. See www.fool.com.
9
Неэкстраполяционная теория движения цен – теория движения фьючерсных цен на акции и товары, по которой старые цены не могут служить прогнозом движения цен в будущем. – Примеч. перев.
10
John Allen Paulos. A Mathematician Plays the Stock Market. Basic Books, 2003, 47.
11
Quantitative Strategy: Does Technical Analysis Work? Equity Research, Credit Suisse First Boston. September 25, 2002.
12
Daniel P. Collins in Futures, October 2003.
13
Disclosure Document. John W. Henry & Company, Inc. August 22, 2003.
14
По-английски «усмотрение» – discretion, отсюда discretionary – «дискреционный». – Примеч. перев.
15
Disclosure Document. John W. Henry & Company, Inc. August 22, 2003.
16
Carla Cavaletti, Top Traders Ride 1996 Trends. Futures. (March 1997), 68.
17
Ginger Szala, Abraham Trading: Trend Following Earns Texas Sized Profits. Futures (March 1995), 61.
18
Speech given to financial consultants on November 17, 2000. See www.jwh.com.
19
Presentation in Geneva, Switzerland on September 15, 1998.
20
AIMA Newsletter, June 2001. Alternative Investment Management Association.
21
Guest Article, 249. Managed Account Reports (November 1999), 9.
22
Speech given to financial consultants on November 17, 2000. See www.jwh.com.
23
From Upstairs/Downstairs Seminar with Tom Baldwin. Futures Industry Association, 1994.
24
Performance Review, February 1999. John W Henry & Company, Inc.
25
Tass Twenty Traders Talk. Held June 29, 1996 at the Montreal Ritz Carlton Hotel in Montreal, Canada.
26
Riva Atlas, Macro, Macro Man. Institutional Investor Magazine. 1996.
27
Trend Following: Performance, Risk and Correlation Characteristics. White Paper. Graham Capital Management.
28
Trends in Currency Markets: Which Way the $? AIMA Newsletter, June 2002. Alternative Investment Management Association.
29
The Trading Tribe at Seykota.com. See www.seykota.com/tribe/
30
Mary Greenebaum, Funds: The New Way to Play Commodities. Fortune, November 19, 1979.
31
Brett N. Steenbarger, The Psychology of Trading. John Wiley and Sons, 2002, 316–317.
32
Brenda Ueland, How to Write. 10th ed. Graywolf Press, 1997. First published 1938.
33
Anonymous «Super Trader» in Van Tharp, Two Contrasting Super Traders.
34
Jim Rogers, Investment Biker. New York: Random House, 1994.
35
Thomas Friedman, The Lexus and the Olive Tree. New York: Farrar, Straus and Giroux, 1999.
36
Daniel P. Collins, Seeding Tomorrow’s Top Traders; Managed Money; Dunn Capital Management Provides Help to Commodity Trading Advisor Start-ups. Futures, No. 6,Vol. 32, 67, (May 1, 2003) ISSN: 0746–2468.
37
Jim Collins, Good to Great, New York: HarperBusiness, 2001.
38
Daniel P. Collins, Seeding Tomorrow’s Top Traders; Managed Money; Dunn Capital Management Provides Help to Commodity Trading Advisor Start-ups. Futures, No. 6,Vol. 32, 67, (May 1, 2003) ISSN: 0746–2468.
39
Tricycle Asset Management, part of the Market Wizards Tour. Held on May 15, 2003 in Saskatoon, Saskatchewan.
40
Tricycle Asset Management, part of the Market Wizards Tour. Held on May 15, 2003 in Saskatoon, Saskatchewan.
41
Tricycle Asset Management, part of the Market Wizards Tour. Held on May 15, 2003 in Saskatoon, Saskatchewan.
42
Amy Rosenbaum, 1990s Highs and Lows: Invasions, Persuasions and Volatility. Futures, Vol. 19, No. 14 (December, 1990), 54.
43
«Пилообразный» рынок – рынок с частыми колебаниями, на котором быстро сменяют друг друга небольшие подъемы и спады. – Примеч. перев.
44
Andrew Osterland, For Commodity Funds, It Was as Good as It Gets. Business Week (September 14, 1998).
45
Jack Reerink, Dunn: Slow Reversal Pays Off. Futures, Vol. 25, No. 3 (March 1996).
46
Mike Mosser, Learning from Legends. Futures, Vol. 29, No. 2 (Feb. 2000).
47
How Managed Money Became a Major Area of the Industry; Futures Market. Futures, Vol. 21, No. 9 (July 1992), 52.
48
Mary Ann Burns, Industry Icons Assess the Managed Futures Business. Futures Industry Association (May/June 2003).
49
Carla Cavaletti, Comeback Kids: Managing Drawdowns According to Commodity Trading Advisors. Futures Vol. 27, No. 1 (January, 1998), 68.
50
Excerpt from Dunn Capital Management Monthly Commentary for February 2003.
51
Barclay Trading Group, Ltd. Barclay Managed Futures Report. Vol. 3,No. 3 (Third quarter 1992), 2.
52
A Conversation with William Lipschutz and Daniel Dunn. Tricycle Asset Management Webcast Conference.
53
Monster.com Ad.
54
Disclosure Document. Dunn Capital Management.
55
Lois Peltz, The New Investment Superstars. New York: John Wiley & Sons, Inc., 2001.
56
Mary Ann Burns, Industry Icons Assess the Managed Futures Business. Futures Industry Association (May/June 2003).
57
Mark S. Rzepczynski, John W. Henry & Co. Year in Review, December 2000.
58
Michael Peltz, John W. Henry’s Bid to Manage the Future. Institutional Investor (August 1996).
59
Ginger Szala, John W. Henry: Long-term Perspective. Futures (1987).
60
Lois Peltz, The New Investment Superstars. New York: John Wiley & Sons, Inc., 2001.
61
Lois Peltz, The New Investment Superstars. New York: John Wiley & Sons, Inc., 2001.
62
Futures Industry Association Conference Seminar. Trading System Review, November 2, 1994.
63
FIA – Futures Industry Association – ассоциация, объединяющая организации, работающие на американском рынке фьючерсов. – Примеч. перев.
64
Presentation in Geneva, Switzerland on September 15, 1998.
65
Presentation in Geneva, Switzerland on September 15, 1998.
66
Presentation in Geneva, Switzerland on September 15, 1998.
67
Федеральная резервная система США (ФРС).
68
Алан Гринспен – бывший глава Федеральной резервной системы США. – Примеч. науч. ред.
69
FIA Research Division Dinner held in New York City on April 20, 1995.
70
Email to TurtleTrader.com.
71
Daniel P. Collins, Long-term Technical Trend-following Method for Managed Futures Programs. Futures, Vol. 30, No. 14 (November, 2001). 22.
72
Thom Hartle, ed., Ed Seykota of Technical Tools. Technical Analysis of Stocks & Commodities, Vol. 10, No. 8, (August 1992) 328–331. (Used with permission; www.traders.com).
73
Thom Hartle, ed., Ed Seykota of Technical Tools. Technical Analysis of Stocks & Commodities, Vol. 10, No. 8, (August 1992) 328–331. (Used with permission; www.traders.com).
74
Thom Hartle, ed., Ed Seykota of Technical Tools. Technical Analysis of Stocks & Commodities, Vol. 10, No. 8, (August 1992) 328–331. (Used with permission; www.traders.com).
75
Thom Hartle, ed., Ed Seykota of Technical Tools. Technical Analysis of Stocks & Commodities, Vol. 10, No. 8, (August 1992) 328–331. (Used with permission; www.traders.com).
76
Shawn Tully, Princeton’s Rich Commodity Scholars. Fortune (February 9, 1981), 94.
77
The Trading Tribe at Seykota.com. See www.seyokota.com/tribe/
78
http://sysdyn.clexchange.org/sd-intro/home.html.
79
The Trading Tribe at Seykota.com. See www.seyokota.com/tribe/
80
Gibbons Burke, How to Tell a Market by Its Covers: Financial Market Predictions Based on Magazine Covers. Futures, Vol. 22, No. 4 (April 1993), 30.
81
Your Trading Edge. See http://www.yte.com.au.
82
Чартист – биржевой аналитик, основывающий свои оценки на анализе цен и объемов сделок с помощью специальных графиков – чартов, т. е. столбчатых диаграмм, или гистограмм. – Примеч. перев.
83
График «крестики-нолики» используется в техническом анализе. Он не отображает временною шкалу, по графику кривая цен строится после появления другого направления тренда; крестик рисуется, если цены снизились на определенное количество пунктов; если цены повысились на определенное количество пунктов, то рисуется нолик. – Примеч. перев.
84
Darrell R. Jobman, How Managed Money Became a Major Area of the Industry. Futures Vol. 21, No. 9 (July 1992), 52.
85
Futures Industry Association Conference Excerpt. Campbell and Company.
86
Value of Adding Managed Futures. Marketing Documents. Campbell and Company.
87
The Futures and Industry Association’s Future and Options Expo ’98. Held at the Sheraton Chicago Towers & Hotel in Chicago, 111., on October 14–16, 1998.
88
The Futures and Industry Association’s Future and Options Expo ’98. Held at the Sheraton Chicago Towers & Hotel in Chicago, 111., on October 14–16, 1998.
89
The Futures and Industry Association’s Future and Options Expo ’98. Held at the Sheraton Chicago Towers & Hotel in Chicago, 111., on October 14–16, 1998.
90
The Futures and Industry Association’s Future and Options Expo ’98. Held at the Sheraton Chicago Towers & Hotel in Chicago, 111., on October 14–16, 1998.
91
The Futures and Industry Association’s Future and Options Expo ’98. Held at the Sheraton Chicago Towers & Hotel in Chicago, 111., on October 14–16, 1998.
92
Chuck Epstein, The World According to J. Parker. Managed Account Reports (November 1998).
93
Barclay Trading Group, Ltd. Barclay Managed Futures Report. Vol. 2,No. 3 (Third quarter 1991), 2.
94
Simon Romero, A Homespun Hedge Fund, Tucked Away in Texas. New York Times, December 28, 2003, Business, 1.
95
Futures (March 1995).
96
«Лига плюща» (Ivy League) – объединение восьми старейших привилегированных учебных заведений на северо-востоке США: Корнельский университет в Итаке, Университет Брауна в Провиденс, Колумбийский университет в Нью-Йорке, Дартмутский колледж в Ганновере, Гарвардский университет в Кембридже, Принстонский университет в Принстоне, Пенсильванский университет в Филадельфии, Йельский университет в Нью-Хейвене. – Примеч. перев.
97
Simon Romero, A Homespun Hedge Fund, Tucked Away in Texas, New York Times, December 28, 2003, Business, 1.
98
See www.abrahamtrading.com.
99
Simon Romero, A Homespun Hedge Fund, Tucked Away in Texas, New York Times, December 28, 2003, Business, 1.
100
Jack Schwager, Market Wizards: Interviews with Top Traders, New York: New York Institute of Finance, 1989.
101
Greg Burns, Rich Dennis: A Gunslinger No More. Business Week (April 7, 1997).
102
Susan Abbott, Richard Dennis: Turning a Summer Job into a Legend. Futures (September 1983), 57.
103
Susan Abbott, Richard Dennis: Turning a Summer Job into a Legend. Futures (September 1983), 58.
104
William Baldwin, Rugs to Riches (Section: The Money Men), Forbes, (March 1, 1982).
105
Barbara Dixon, Richard Donchian: Managed Futures Innovator and Mentor. Futures Industry Association.
106
Barbara Dixon, Richard Donchian: Managed Futures Innovator and Mentor. Futures Industry Association.
107
William Baldwin, Rugs to Riches (Section: The Money Men), Forbes, (March 1, 1982).
108
Теория Доу – теория анализа фондовой конъюнктуры, основанная на интерпретации движения индексов Доу-Джонса для промышленных и транспортных акций; превышение обоими индексами предыдущего пика свидетельствует о тенденции к повышению, а падение ниже предшествующего минимального значения – о тенденции к понижению. – Примеч. перев.
109
William Baldwin, Rugs to Riches (Section: The Money Men), Forbes, (March 1, 1982).
110
Futures Industry Association Review: Interview: Money Managers. See www.fiafii.org.
111
Barbara S. Dixon – Discretionary Accounts. Managed Account Reports. Report No. 20, No. 14, 5.
112
Barbara S. Dixon – Discretionary Accounts. Managed Account Reports. Report No. 20, No. 14, 5.
113
Edwin Lefevre. Reminiscences of a Stock Operator. New York: George H. Doran Company, 1923.
