The Volatility Machine
Trend Following with Managed Futures: The Search for Crisis Alpha (Wiley Trading, 2015), written by Alex Greyserman and Kathryn Kaminski.
Brent Penfold • The Universal Tactics of Successful Trend Trading: Finding Opportunity in Uncertainty (Wiley Trading)
Nevertheless, the monetary tightening had one unintended consequence. Higher rates in the United States, in particular the generous interest offered on margin loans, caused the flow of international capital to reverse direction. American investors now pulled their loans from Europe, while Europeans stepped up their lending to Wall
Edward Chancellor • The Price of Time: The Real Story of Interest
Markets with overconfident traders will produce extremely high trading volumes, increased volatility, strange correlations in stock prices from day to day, and below-average returns for active traders—all the things that we observe in the real world.
Nate Silver • The Signal and the Noise: Why So Many Predictions Fail-but Some Don't
