Managed futures and trend following resources: web sites to consultants to white papers to money managers.
Resources for Trend Followers
- TurtleTrader.com
- International Traders Research
- IASG
- Trend Following
- LeapsTrading
- Myers Briggs Personality Testing
Trend Following Web Sites, Authors and Consultants
- Ed Seykota
- John W. Henry & Co.
- Campbell & Co.
- Abraham Trading
- Charles Faulkner
- Trend Following Book
- Winton Capital
- Mike Covel: Author of Trend Following
Turtles
- Richard Dennis
- William Eckhardt
- Jerry Parker
- Paul Rabar
- Mark J. Walsh
- Curtis Faith
- Other Turtle Students
Software Programs for Use as a Trend Follower
These programs can be used to trade trend following systems (like the Turtle trading system) once rules are entered. There are PC and Mac trading software platforms above.
Managed Futures Trading and Futures Price Volatility.
Fernando Diz, Syracuse University, completed in November 1996.
Managed Futures, Hedge Fund and Mutual Fund Return Estimation: A Multi-Factor Approach.
Performance Persistence for Managed Futures.
Survivorship Bias and Investment Style in the Returns of CTAs: The Information Content of Performance Track Records," David A. Hsieh with William Fung, Journal of Portfolio Management, 24 (1997), 30-41.
Free White Papers
- Position Sizing
- David Hsieh and William Fung: Trend Following
- The Basics of Commodity Markets
- Single Stock Futures Paper
- Mini Contracts Intro
- Informational Content in Historical CTA Performance, (Thomas Schneeweis, Richard Spurgin, D. McCarthy) Journal of Futures Markets (May, 1997).
- Comparisons of Commodity and Managed Futures Benchmark Indices, (Thomas Schneeweis, Richard Spurgin) Journal of Derivatives (Summer, 1997).
- Return Interval Selection and CTA Performance Analysis, (Co-authors: D. McCarthy, G. Martin), Derivatives Quarterly (Summer, 1997).
- Multi-Factor Models in CTA/Hedge Fund Return Estimation, (T. Schneeweis, R. Spurgin) Working Paper (CISDM/SOM, University of Massachusetts, 1996).
- Information Arrival and Real Investment, (Kapadia, N) Working Paper (CISDM/SOM, University of Massachusetts, 1996).
- Managed Futures and Hedge Fund Investment for Downside Equity Risk Management, (Thomas Schneeweis, Richard Spurgin, M. Potter) Derivatives Quarterly, Vol. 3, No. 1 (Fall, 1996).
