Preface | ix | ||
Acknowledgments | xiii | ||
CHAPTER 1 The Basics | 1 | ||
CHAPTER 2 You Can't Win Them All | 9 | ||
CHAPTER 3 Indicators and Tools | 15 | ||
CHAPTER 4 2B or Not 2B: A Classic Rule Revisited | 23 | ||
CHAPTER 3 In Introduction to the S&P DTI | 33 | ||
CHAPTER 6 A Challenge to the Random Walk Theor3, | 43 | ||
CHAPTER 7 The Rationale and Value of a Long/Short Futures Strategy | 67 | ||
CHAPTER 8 Why the S&P DTI Is an Indicator | 81 | ||
CHAPTER 9 The Fundamental Reason the S&P DTI Generates Core Returns | 105 | ||
CHAPTER 10 The Nature of the S&P DTI Returns | 115 | ||
CHAPTER 11 A Fundamental Hedge | 133 | ||
CHAPTER 12 S&P DTI Subindexes: The S&P Commodity Trends Indicator and the S&P Financial Trends Indicator | 139 | ||
Afterword | 143 | ||
APPENDIX A S&P DTI Methodology and Implementation | 147 | ||
APPENDIX B How to Interpret Simulated Historical Results | 177 | ||
APPENDIX C Correlation Statistics | 191 | ||
About the Author | 195 | ||
Index | 197 |