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Part IV > Chapter 4

Chapter 4

1.Nassim Taleb, Fooled by Randomness. New York: Texere, 2001.
2.Herb Greeenberg, Answering the Question—Who Wins From Derivatives Losers. The San Francisco Chronicle, March 20, 1995, D1.
3.Herb Greeenberg, Answering the Question—Who Wins From Derivatives Losers. The San Francisco Chronicle, March 20, 1995, D1.
4.Alexander M. Ineichen, Absolute Returns. New York: John Wiley and Sons, 2003, 416.
5.Michael J. Mauboussin and Kristen Bartholdson, Integrating the Outliers: Two Lessons from the St. Petersburg Paradox. The Consilient Observer. Vol. 2, No. 2 (Credit Suisse First Boston, Jan. 28, 2003).
6.Jason Russell, Hedgehogcapital.com. See www.hedgehogcapital.com.
7.Trend Following: Performance, Risk and Correlation Characteristics. White Paper, Graham Capital Management.
8.Thomas S. Y. Ho and Sang Bin Lee, The Oxford Guide to Financial Modeling. Oxford University Press, 2004, 559.
9.Ginger Szala, Barings Abyss. Futures, Vol. 24, No. 5 (May 1995), 68.
10.John W. Henry & Company, Inc., 1998 Corporate Brochure. See www.jwh.com.
11.Mark S. Rzepczynski, President, John W. Henry and Co., Presentation. See www.jwh.com.
12.Erin E. Arvedlund, Swinging for the Fences: John W. Henry’s Managed Futures Funds Are Striking Out. Barrons (Dec. 4, 2000).
13.Speech given to financial consultants on November 17, 2000. See www.jwh.com.
14.Erin E. Arvedlund, Whiplash! Commodity-Trading Advisers Post Sharp Gains Barrons (Jan. 15, 2001).
15.Fast Finish Makes 2000 a Winner. Managed Account Reports, No. 263 (January 2001).
16.Speech given to financial consultants on November 17, 2000. See www.jwh.com.
17.Pallavi Gogoi, Placing Bets in a Volatile World. BusinessWeek (Sep. 30, 2002).
18.Email to TurtleTrader.com.
19.Barclay Managed Futures Report. Barclay Trading Group (Fourth Quarter 2002).
20.Larry Swedroe, Buckingham Asset Management. See: http://www.bamstl.com/.
21.The Trading Tribe at Seykota.com. See www.seyokota.com/tribe/.
22.Paul Barr, Trending Markets Lead to Profit: September 11 example will go in case studies. Money Management World (Sept. 25, 2001).
23.Trillion Dollar Bet. Nova, No. 2075. Airdate: Feb. 8, 2000.
24.Broadcast Transcript, Trillion Dollar Bet. Nova, No. 2075. Airdate: Feb. 8, 2000.
25.Kevin Dowd, Too Big to Fail? Long-Term Capital Management and the Federal Reserve. Cato Institute Briefing Paper, No. 52 (September 23, 1999).
26.Roger Lowenstein, When Genius Failed. New York: Random House, 2000, 34.
27.Roger Lowenstein, When Genius Failed. New York: Random House, 2000, 69.
28.Roger Lowenstein, When Genius Failed. New York: Random House, 2000, 69.
29.Clay Harris and Wiliam Hall, Top-Tier Departures Expected at UBS. Financial Times: London Edition (October 2, 1998), 26.
30.Organization for Economic Cooperation and Development, The LTCM crisis and its Consequences for Banks and Banking Supervision, June 1999.
31.The Futures and Industry Association’s Future and Options Expo ’98, Held at the Sheraton Chicago Towers & Hotel in Chicago, Ill. on October 14–16 1998.
32.Presentation in Geneva, Switzerland on September 15, 1998.
33.Broadcast Transcript, Trillion Dollar Bet. Nova, No. 2075. Airdate: Feb. 8, 2000.
34.See www.pbs.org.
35.Roger Lowenstein, When Genius Failed. New York: Random House, 2000, 71.
36.Andrew Osterland, For Commodity Funds, It Was as Good as it Gets. BusinessWeek (Sep. 14, 1998).
37.John W. Meriwether, Letter to Investors, September 1998.
38.Broadcast Transcript, Trillion Dollar Bet. Nova, No. 2075. Airdate: Feb. 8, 2000.
39.Bruce Cleland, Campbell and Co., The State of the Industry. Managed Account Reports, Inc. (June, 2000).
40.Robert Lenzner, Archimedes on Wall Street. Forbes (October 19, 1998).
41.Kevin Dowd, Too Big to Fail? Long-Term Capital Management and the Federal Reserve. Cato Institute Briefing Paper, No. 52 (September 23, 1999).
42.Malcolm Gladwell, The New Yorker, April 22 & 29, 2002.
43.G. K. Chesterton, “The Point of a Pin” in The Scandal of Father Brown. London, Cassell and Company, 1935.
44.Philip W. Anderson, “Some Thoughts About Distribution in Economics,” in W. B. Arthur, S. N. Durlaf, and D.A. Lane, eds. The Economy as an Evolving Complex System II. Reading, MA: Addison-Wesley, 1997, 566.
45.Dan Colarusso, Gray Monday’s First Casualty: Famed Soros Confidant Victor Niederhoffer. TheStreet.com (Oct. 29, 1997).
46.Mark Etzkorn. Bill Dunn and Pierre Tullier: The Long Run (Trader Profile). Futures, Vol. 26, No. 2 (Feb. 1997).
47.David Henry, USA Today, October 30, 1997.
48.http://www.thestreet.com/funds/fwfeatures/626822.html.
49.Source: Barclay Managed Futures Report.
50.Mark Etzkorn, Bill Dunn and Pierre Tullier: The Long Run (Trader Profile). Futures, Vol. 26, No. 2 (Feb. 1997).
51.Source: The Stark Report (Second Quarter 1997).
52.Greg Burns, Whatever Voodoo He Uses, It Works: Trader Victor Niederhoffer Is as Eccentric as He is Contrarian. BusinessWeek (Feb. 10, 1997).
53.Greg Burns, Whatever Voodoo He Uses, It Works: Trader Victor Niederhoffer Is as Eccentric as He is Contrarian. BusinessWeek (Feb. 10, 1997).
54.George Soros. Soros on Soros. New York: John Wiley & Sons, 1995.
55.Victor Niederhoffer and Laurel Kenner, Why the Trend Is Not Your Friend. The Speculator: MSN Money (May 2, 2002). See moneycentral.msn.com.
56.Victor Niederhoffer and Laurel Kenner, Practical Speculation. Hoboken, NJ: John Wiley and Sons, Inc., 2003, 74.
57.Victor Niederhoffer and Laurel Kenner, Practical Speculation. Hoboken, NJ: John Wiley and Sons, Inc., 2003, 2.
58.Victor Niederhoffer, The Education of a Speculator. New York: John Wiley & Sons, 1997.
59.Greg Burns, Whatever Voodoo He Uses, It Works: Trader Victor Niederhoffer Is as Eccentric as He Is Contrarian. BusinessWeek (Feb. 10, 1997).
60.Malcolm Gladwell, The New Yorker, April 22 & 29, 2002.
61.Report of the Inspectors of Barings Futures (Singapore) PTE, Ltd.
62.Source: IFCI International Financial Risk Institute.
63.Mark Hawley, Dean Witter Managed Futures, Futures Industry Association Dinner, New York City, April 20, 1995.
64.Presentation in Geneva, Switzerland on September 15, 1998.
65.Sharon Reier, Easy to Beat Up, Hard to Kill. The International Herald Tribune (March 23, 2002). See www.iht.com.
66.Ed Krapels, Re-examining the Metallgesellschaft Affair and its Implication for Oil Traders. Special Report Oil & Gas Journal (March 26, 2001).
67.Ed Krapels, Re-examining the Metallgesellschaft Affair and its Implication for Oil Traders. Special Report Oil & Gas Journal (March 26, 2001).
68.John Digenan, Dan Felson, Robert Kelly, and Ann Wiemert, Metallgesellschaft AG: A Case Study. The Journal of Research and Ideas on Financial Markets and Trading, Stuart School of Business, Illinois Institute of Technology.
69.Lewis Carroll, Through the Looking Glass, 1872.
70.The Value of a JWH Investment as a Portfolio Diversifier. Marketing Materials. John W. Henry and Company, September 1998.
71.Marketing Materials. John W. Henry and Company, September 1998.
72.Barclay Trading Group, Ltd., Technical vs. Fundamental: How Do Traders Differ? Barclay Managed Futures Report, Vol. 2, No. 3 (2000).
73.Sir Arthur Conan Doyle, The Sign of Four. London and New York: Pitman and Sons, 1890.
74.Christopher L. Culp, Media Nomics (April, 1995), 4.
75.The Coming Storm, The Economist (February 17, 2004), see www.economist.com/buttonwood.
76.Emanuel Derman, The Journal of Derivatives (Winter, 2000), 64.
77.Frederic Townsend, Futures (December, 2000), 75.
78.Another Two Bites the Dust. Derivative Strategies (May 16, 1994), 7.



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