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Conference Papers
FXYI: A Foreign Exchange Yield Investing Index, by Marc E. Levitt, in Proceedings of Forecasting Financial Markets and Computational Finance 2000, London, UK, May 2000. |
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Market Time Data Improving Technical Analysis and Technical Trading, by Marc E. Levitt, in Proceedings of Forecasting Financial Markets 1998, London, UK, May 1998. |
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Market Time and Short-Term Forecasting of Foreign Exchange Rates, by Marc E. Levitt, in Proceedings of Neural Networks in the Capital Markets 1996, Pasadena, CA, November 1996. |
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Exploitation of Market Inefficiencies via Nonlinear Prediction, by Marc E. Levitt, in Proceedings of Neural Networks in the Capital Markets 1994, Pasadena, CA, November 1994. |
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Books & Book Chapters
Market Time and Short-Term Forecasting of Foreign Exchange Rates, by Marc E. Levitt, in Decision Technologies for Financial Engineering, A. Weigend, Y. Abu-Mostafa, and P. Refenes eds., World Scientific, Singapore, 1997. |
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Machine Learning for Foreign Exchange Trading, by Marc E. Levitt, in Neural Networks in the Capital Markets , P. Refenes ed., John Wiley & Sons, Chichester, UK, 1995. |
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Articles & Reports
CTA Spotlight, RJO Futures EView January 2013 |
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Trader Profile, Futures Magazine September 2011 |
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Top Traders of 2010, Futures Magazine March 2011 |
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Silicon Valley Index Claims Better Returns, FXWeek September 4, 2000 |
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Presentations
FXYI2: A Foreign Exchange Yield Investing Index presentation from Forecasting Financial Markets and Computational Finance 2000. |
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Market Time DataTM Improving Technical Analysis and Technical Trading presentation from Forecasting Financial Markets 1998 conference. |
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Awards
Stark & Company Five Star Rating
January 2011 - November 2012 |
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BarclayHedge Top 20 Performing CTA
Annual
(Through 3rd Quarter) 2011 |
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BarclayHedge Top 10 Diversified CTA
September 2011 |
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BarclayHedge Top 10 Diversified CTA
Annual
2010 |
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BarclayHedge Top 10 Diversified CTA
February 2011 |
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BarclayHedge Top 10 Diversified CTA
June 2010 |
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