Selected Bibliography

Babcock, Bruce: Business One Irwin Guide to Trading Systems, Business One Irwin, Home-wood, Illinois, 1989.

Balsara, Nauzer J.: Money Management Strategies for Futures Traders, John Wiley & Sons, New York, 1992.

Chande, Tushar S.: “Estimating depth and duration of drawdowns from past performance data,” The MFA Reporter, September, 1998, Managed Funds Association, Washington, DC.

Chande, Tushar S.: “Controlling risk and managing investor expectation by modeling the dynamics of losses in hedge funds and alternate investment strategies,” Derivatives Quarterly, 5(3): 52–58, Spring 1999.

Chande, Tushar S., and Stanley Kroll: The New Technical Trader, John Wiley & Sons, New York, 1994.

Chande, Tushar, and Stanley Kroll: “Stochastic RSI and dynamic momentum index,” Technical Analysis of Stocks and Commodities, 11(5), Technical Analysis, Inc., Seattle, 1993.

Connors, Larry, and Linda Bradford Raschke: Street Smarts: High Probability Trading Strategies for the Futures and Equities Markets, Oceanview Financial Research, Malibu, California, 1996.

Csikszentmihalyi, Mihaly: Finding Flow, Basic Books, New York, 1997.

De Mark, Thomas R.: The New Science of Technical Analysis, John Wiley & Sons, New York, 1994.

Edwards, Franklin R., and Jimmy Liew: “Hedge funds versus managed futures as asset classes,” Journal of Derivatives, 45–67, Summer 1999.

Hayden, John H.: The 21 Irrefutable Truths of Trading, McGraw-Hill, New York, 2000.

Henry, J. W: Commodity trading advisor has good information packages, at www.jwh.com

Hull, John C.: Options, Futures and Other Derivative Securities, 5th ed., Prentice Hall, Saddle Brook, New Jersey, 2000. 376 Selected Bibliography

Irwin, Scott H., Carl R. Zulauf, and Barry W. Ward: “The predictability of managed futures returns,” Journal of Derivatives, 20–27, Winter 1994.

Jessen, Raymond J.: Statistical Survey Techniques, John Wiley & Sons, New York, 1978.

Kaufman, Perry J.: Smarter Trading, McGraw-Hill, New York, 1995.

Kaufman, Perry J.: Trading Systems and Methods, John Wiley & Sons, New York, 1998.

Kroll, Stanley, and M. J. Paulenoff: The Business One Irwin Guide to the Futures Markets, Business One Irwin, Homewood, Illinois, 1993.

Krutsinger, Joe: The Trading Systems Toolkit, Probus Publishing, Chicago, 1993.

Lane, George C.: “Lane’s stochastics,” Technical Analysis of Stocks and Commodities, 2(3): 87–90, Technical Analysis, Inc., Seattle, June 1984.

Le Beau, Charles, and David W. Lucas: Technical Traders Guide to Computer Analysis of the Futures Markets, Business One Irwin, Homewood, lllinois, 1992.

McCarthy, David, Thomas Schneeweis, and Richard Spurgin: “Investment through CTAs: An alternative managed futures investment,” Journal of Derivatives, 36–47, Summer 1996.

Murphy, John J.: Intermarket Technical Analysis, John Wiley & Sons, New York, 1986.

Pardo, Robert: Design, Testing and Optimization of Trading Systems, John Wiley & Sons, New York, 1992.

Rotella, Robert P.: Elements of Successful Trading, N.Y. Institute of Finance, New York, 1992.

Schneeweis, Thomas, and Richard Spurgin: “Comparisons of commodity and managed futures benchmark indexes,” Journal of Derivatives, 33–50, Summer 1997.

Schwager, Jack D., Managed Trading: The Myths and Truths, John Wiley & Sons, New York, 1996.

Schwager, Jack D.: Market Wizards, Harper & Row, New York, 1990.

Schwager, Jack D.: The New Market Wizards, Harper Business, New York, 1992.

Schwager, Jack D.: Schwager on Futures: Technical Analysis, John Wiley & Sons, New York, 1995.

Smith, Aynsley M.: Power Play, 3rd ed., Power Play Inc., Rochester, Minnesota, 1999.

Sweeney, John: “Where to put your stops,” Technical Analysis of Stocks and Commodities, 10 (13): 30–32, Technical Analysis, Inc., Seattle, December 1992.

Tewles, Richard J., C. V Harlow, and H. L. Stone: The Commodity Futures Game, McGraw-Hill, New York, 1974.

Tharp, Van K.: Trade Your Way to Financial Freedom, McGraw-Hill, New York, 1998.

Vince, Ralph: Portfolio Management Formulas, John Wiley & Sons, New York, 1990.

Vince, Ralph: The Mathematics of Money Management, John Wiley & Sons, New York, 1992.

Wilder Jr., J. Welles: New Concepts in Technical Trading Systems, Trend Research, Greensboro, North Carolina, 1978.