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 5 An Introduction to the S&P DTI 35
CHAPTER 6 A Challenge to the Random Walk Theory 45
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
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.
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