Analyzing & Forecasting Future Prices is an advanced and highly practical guide to the latest methods of analyzing and predicting futures prices and applying them to hedging and speculation. Requires minimal mathematics.
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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.
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).
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