... Systems Inc. for program-ming support and to Mark Wiemeler and Ken for the chartspresented in the book. Thanks are also due to graduate assistants DanielSnyder and for their untiring efforts. Special ... MathematicalStatement of the Problem261Index263MONEY MANAGEMENT STRATEGIES FOR FUTURESTRADERS196CORRELATION DATA FOR 24 COMMODITIESCorrelation Table for CattleCorrelation Coefficient 1985-86 Oats0.572 ... Conversely, for a profitable short trade, theliquidation price, would be lower than the entry price, Hencewe have a positive sign for the price difference term for a long tradeand a negative sign for...