Analyzing and Forecasting Futures Prices: A Guide for Hedgers, Speculators, and Traders (Wiley Finance) [Paperback]

Anthony F. Herbst (Author)

Book Description

Series: Wiley Finance | Publication Date: March 1992

Gives a clear explanation of the latest methods for analyzing and predicting futures prices. In addition, it explains how these practical techniques can be applied in implementing hedging or speculative strategies. Covers the latest advanced methods such as spectral, array and time series analysis.

Editorial Reviews

From the Publisher

Gives a clear explanation of the latest methods for analyzing and predicting futures prices. In addition, it explains how these practical techniques can be applied in implementing hedging or speculative strategies. Covers the latest advanced methods such as spectral, array and time series analysis.

About the Author

Anthony F. Herbst holds the Charles R. and Dorthy S. Carter Chair of Business Administration at the University of Texas. His computer programs for analyzing market cycles are being used by major futures and trading firms, including the Tudor Group. A frequent contributor to the Journal of Futures Markets and other financial journals, he is the author of the highly successful Commodity Futures: Markets, Methods of Analysis, and Management of Risk (Wiley). --This text refers to an alternate Paperback edition.

Product Details

• Paperback: 256 pages
• Publisher: Wiley; 1 edition (March 1992)
• Language: English
• ISBN-10: 0471533122
• ISBN-13: 978-0471533122
• Product Dimensions: 9.9 x 7.1 x 0.9 inches
• Shipping Weight: 1.5 pounds
• Average Customer Review: 3.5 out of 5 stars  See all reviews (2 customer reviews)
• Amazon Best Sellers Rank: #3,313,731 in Books (See Top 100 in Books)

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Customer Reviews

Most Helpful Customer Reviews

5.0 out of 5 stars Forceasting Futures prices, January 7, 2003

By 

DAVID NICHOLS (las Cruces, New Mexico United States) - See all my reviews

This review is from: Analyzing and Forecasting Futures Prices: A Guide for Hedgers, Speculators, and Traders (Wiley Finance) (Paperback)

The Book has detailed explanations and examples of futures trading techniques and a lot technical analysis. One of the few forecasting books that is not lost in mathematics . The spread sheet examples purred like a kitten in excel. This in turn can be used to judge the significance of cycles or trends. The spread sheet are a great help to sort and mange data to see what you are really looking at. Easy to follow real world examples. It's the kind of book you wish for in MBA classes but never seem to see

3 of 5 people found the following review helpful:

2.0 out of 5 stars Just another system, January 3, 2002

By 

Sasso Ferrato (Chicago, IL) - See all my reviews

This review is from: Analyzing and Forecasting Futures Prices: A Guide for Hedgers, Speculators and Traders (Paperback)

The author does a fine job of presenting his system, however, he forgets to explain how he goes about his analysis. A comprehensive book would inform the reader how the author conducts analysis. Besides, one would expect for the price of the publication, a print date of Jan 2001 may offer an updated version of the original print: no luck. Much of the print dedicated to computer application uses old Lotus language - it is clear this edition could care less about users in Jan 2001 - it also seems to pass over the 90s as well. In all, it seems the author presents his notes on a system of looking for cycles, but the path is not clear and the guide not up to date. I am a commodity hedger and I find little use with book.