The Janus factor : trend followers' guide to market dialectics / Gary Edwin Anderson.

Format:

Book

Author/Creator:

Anderson, Gary Edwin, 1942-

Series:

Bloomberg Financial

Bloomberg Financial ; v.155

Language:

English

Subjects (All):

Speculation.

Investment analysis.

Investments.

Physical Description:

1 online resource (188 p.)

Edition:

1st ed.

Place of Publication:

Hoboken, N.J. : John Wiley & Sons, c2012.

Language Note:

English

Summary:

Tap into feedback loops to unravel market trends and discover profitable trading opportunities The Janus Factor presents an innovative theory that describes how feedback loops determine market behavior. The book clearly shows how the theory can be applied to make trading more profitable. The metaphor of the two-f aced god Janus is used to reflect alternating market environments, one dominated by trend followers and the other by contrarian bargain hunters. In this book, author Gary Anderson puts forth a systematic view of how positive and negative feedback drive capital flows

Contents:

The Janus Factor: Trend Follower's Guide to Market Dialectics; Copyright; The Janus Factor; Contents; Introduction; Acknowledgments; Chapter 1: Foundations; Serendipity; The Data Set; Reasons and Causes; Befuddled; Which Way Is Up?; Notes; Chapter 2: The Assignment; Measuring Risk: Offense and Defense; Picturing Offense and Defense; The Benchmark Equivalence Line (BEL); The Trend of Relative Performance; Notes; Chapter 3: Feedback and Capital Flow; Feedback; Feedback and Capital Flow; Calculating Relative Strength; The Relative Strength Spread; Trend Followers and Contrarians; Notes

Chapter 4: The Janus Factor Structure and Entropy; Confidence; Is the Market Predictable?; Balancing Acts and Paradigm Shifts; Notes; Chapter 5: Seasons of Success; The Venturi Effect; The Relative Strength Spread and the Performance Spread; The Performance Spread: 1998-2003; A Tour of Momentum; Group Studies; Notes; Chapter 6: Why Jesse Went Broke; The Cotton King; 1911-1914; The Final Years; Notes; Chapter 7: Sheep Dogs and Other Contrarians; The Sheep Dog Effect; A Contrarian Hedge?; The Contrarian Rebound; The Contrarian Collapse; Black Monday; Notes; Chapter 8: Situational Awareness

Bielema's Choice The Bet; Let Us Calculate!; Notes; Chapter 9: The Direction of Momentum; Relative Momentum; Relative Momentum versus Relative Strength; Notes; Chapter 10: Long Strategies; The Critical Moving Average; The DOM Strategy; Contrarian Threats; A Defensive Long Strategy; It's a Bull Market, You Know; Notes; Chapter 11: The Complete Strategy; Combined Long and Short Strategies; The Model Portfolio; Execution; Notes; Appendix; About the Author; Index

Notes:

Includes index.

ISBN:

1-119-20267-1

1-283-83503-7

1-118-22348-9

OCLC:

804146137