ЖАНРЫ

Биржевая торговля по трендам. Как заработать, наблюдая тенденции рынка

Ковел Майкл

Шрифт:

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.

114

Dickson G. Watts, Speculation as a Fine Art. Reprint. Fraser Publishing Co., 1997.

115

Alexander M. Ineichen, Absolute Returns. New York, John Wiley and Sons, 2003, 19.

116

Disclosure Document. John W. Henry & Company, Inc., August 22, 2003.

117

BMFR. Barclay Trading Group (First Quarter 2003).

118

International Traders Research Star Ranking System Explanation. See http://managedfutures.com.

119

David Greising, How Managed Funds Managed to Do So Poorly. Business Week, No. 3294 (Nov. 23, 1992), 112.

120

Desmond McRae, Top Traders. Managed Derivatives (May 1996).

121

Trend Following: Performance, Risk and Correlation Characteristics. White Paper, Graham Capital Management.

122

Ben Warwick, The Holy Grail of Managed Futures (cover story). Managed Account Reports (MAR), No. 267 (May, 2001), 1.

123

Definition from the Institutional Advisory Services Group (IASG). See www.iasg.com.

124

Marketing Materials. Dunn Capital Management, Inc.

125

D. Harding, G. Nakou and A. Nejjar, «The Pros and Cons of Drawdown as a Statistical Measure of Risk for Investments». AIMA Journal, April 2003, 16–17.

126

The Value of a Long-Term Perspective. Marketing Document. John W. Henry and Company, Inc. October 1999.

127

Thomas F. Basso, When to Allocate to a CTA? – Buy Them on Sale.

128

Julius A. Staniewicz, Learning to Love Non-Correlation. Investor Support. John W. Henry and Company, Inc.

129

Ginger Szala, Tom Shanks: Former «Turtle» Winning Race the Hard Way. Futures, Vol. 20, No. 2 (Jan. 15, 1991), 78.

130

Carla Cavaletti, Turtles on the Move. Futures Magazine, Vol. 27 (June 1998), 79.

131

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

132

Larry Harris, Trading and Exchanges: Market Microstructure for Practioners. New York: Oxford University Press, 2003.

133

Larry Harris, The Winners and Losers of the Zero-Sum Game: The Origins of Trading Profits, Price Efficiency and Market Liquidity. Draft 0.911, May 7, 1993.

134

Larry Harris, The Winners and Losers of the Zero-Sum Game: The Origins of Trading Profits, Price Efficiency and Market Liquidity. Draft 0.911, May 7, 1993.

135

Larry Harris, The Winners and Losers of the Zero-Sum Game: The Origins of Trading Profits, Price Efficiency and Market Liquidity. Draft 0.911, May 7, 1993.

136

Danny Hakim, Huge Losses Move Soros to Revamp Empire. The New York Times. May 1, 2000.

137

Enoch Cheng. «Of Markets and Morality…» Caffi Bagola weblog, August 27, 2002. See http://bagola.blogspot.com/2002_08_25_bagola_archive.html.

138

Written Testimony Submitted for the Record of Lawrence Parks, Executive Director, The Foundation for the Advancement of Monetary Education. Before the Subcommittee on Capital Markets, Securities, and GSE’s; House Committee on Banking and Financial Services, United States House of Representatives. Hearing on Hedge Funds, March 3, 1999.

139

Danny Hakim, Huge Losses Move Soros to Revamp Empire. The New York Times. May 1, 2000.

140

Danny Hakim, Huge Losses Move Soros to Revamp Empire. The New York Times. May 1, 2000.

141

In re Merrill Lynch & Co. Inc. Research Reports Securities Litigation, 02 MDL 1484. Ruling by Federal Judge Milton Pollack dismissing class-action claims brought against Merrill Lynch & Co. and its former analyst Henry Blodgett.

142

Fannie Mae – распространенное название Федеральной национальной ипотечной ассоциации США (Federal National Mortgage Association) – Примеч. перев.

Поделиться с друзьями: