Summary and Info
I have read about 50 books on money management, trading, and investing. Every book up until this one provided little gold nuggets of information to help my investing. This book was so difficult to read it was like from another world. Here is an example of what you will find in the book:
Data envelopment analysis, a mathematical programming approach, was first developed by Charnes, to measure the efficiency or performance of individual decision-making units (DMU's) in producing multiple outputs from multiple inputs. Unlike a parametric approach, which requires the researcher to make sometimes arbitrary assumptions about the functional... You get the drift.
Anyway this book was a complete waste of money. I kick myself for not doing proper research before spending my $55. The book is not helpful in selecting a CTA. The only thing this book is good for is starting a fire. I will put it with my camping stuff and use it for that purpose.
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Commodity Trading Advisors: Risk, Performance Analysis, and Selection 0 out of 5 stars based on 0 ratings.