Trader Vic on Commodities

"The book is a treasure of statistical tables to show both the 'how to' and the validity of Sperandeo's trading strategies. Readers will still find him, as Barron's titled him years ago, Trader Vic: The Ultimate Wall Street Pro."

—Elizabeth B. Currier, President, The Committee for Monetary Research & Education

"Trader Vic on Commodities will surely become one of the must-read books for anyone interested in trading Commodities."

—Thomas Finley,  Managing Director, Global Markets & Investment Banking, Merrill Lynch

"Only the legendary Trader Vic Sperandeo could bring such clarity to what to most is a complex and indecipherable subject. This book is a splendid achievement from one of the investing world's true originals. The only thing I'd recommend more highly than the book is taking Vic's trading advice."

—Keith Styrcula, Structured Products Association, CEO, WealthNotes Capital Management

TABLE OF CONTENTS

Acknowledgments

• Chapter 1: The Basics

• Chapter 2: You Can't Win Them All

• Chapter 3: Indicators and Tools

• Chapter 4: 2B or Not 2B: A Classic Rule Revisited

• Chapter 5: An Introduction to the S&P DTI

• Chapter 6: A Challenge to the Random Walk Theory

• Chapter 7: The Rationale and Value of a Long/Short Futures Strategy

• Chapter 8: Why the S&P DTI is an Indicator

• Chapter 9: The Fundamental Reason the S&P DTI Generates Core Returns

• Chapter 10: The Nature of the S&P DTI Returns

• Chapter 11: A Fundamental Hedge

• Chapter 12: S&P DTI Subindexes: The S&P Commodity Trends Indicator and the S&P Financial Trends Indicator

Afterword

Appendix A: S&P DTI Methodology and Implementation

Appendix B: How to Interpret Simulated Historical Results

Appendix C: Correlation Statistics

About the Author

Index