Trader Vic on Commodities: What's Unknown, Misunderstood, and Too Good to Be True
About the Author.
Chapter 1. The Basics.
Chapter 2. You Can't Win Them All.
Chapter 3. Indicators and Tools.
Chapter 4. 2B or Not 2B: A Classic Rule Revisited.
Chapter 5. An Introduction to the S&P DTI.
Chapter 6. A Challenge to the Random Walk Theory.
Chapter 7. The Rationale and Value of a Long/Short Strategy.
Chapter 8. Why the S&P DTI is an Indicator.
Chapter 9. The Fundamental Reason the S&P DTI Generates Core Returns.
Chapter 10. The Nature of the S&P DTI Returns.
Chapter 11. A Fundamental Hedge.
Chapter 12. S&P DTI Sub-Indices: The S&P Commodity Trends Indicator and the S&P Financial Trends Indicator.
Appendix A. Standard & Poor's Diversified Trends Indicator Methodology and Implementation.
Appendix B. How to Interpret Simulated Historical Results.
Victor Sperandeo is a principal of Enhanced Alpha Management. He has more than forty years' experience on Wall Street, trading independently with, among others, George Soros, Leon Cooperman, and BT Alex Brown. He has written two very successful books with Wiley: Trader Vic: Methods of a Wall Street Master and Trader Vic II: Principles of Professional Speculation. Sperandeo has appeared on CNN and CNBC, as well as in leading financial publications.