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Lemme know if you have a copy you care to part with - lists for ~$28. . .

i have em all. . . http://cgi.ebay.com/ws/eBayISAPI.dll?ViewItem&item=160018067947

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Real Estate Finance - retails $125, ill sell mine for $100. Handbook Alternative Assets - retail $70, sell for $50. or both for $125.

id be happy to sell the level 1 books at discount if anyone is interested PM me. the uppermark studyguides are great too.

Diode, these statements are incorrect: "It's fairly well known that trend-following works in most markets... with the notable exception of equities" google columbine to see quite a bit of work on mid term momentum in equities. . . " (and equity indexes)." goto www.fundadvice.com for...

as far as stocks, there are trendfollowing factors that are predictive of stock returns....and of course factors that are inversely predictive... see haugens books "the new finance" and "the inefficient stock market"....also the blackstar paper referenced earlier. . .

surfer: answer is....it depends. adding a managed futures allocation to your portfolio improves the risk adjusted returns for lots of reasons. trendfollowing applied to indices on a lengthly time frame (see siegels work in stocks for the long run for a test back to 1900 with the DJIA, or...

the same academic paper i reference a few pages ago that im sure no one read. also check out (i think) the hand book of alternative assets which describes why the same logic applies to the GSCI. . .

i still find it interesting that no one seems to realize that over half of the returns from trendfollowing come from the cash sitting in T-Bills. . .and then another 25% from rebalancing gains. . . only about 25% comes from the actual trendfollowing. . . **the reason this strategy has done...

ppps mt lucas paper here http://www.edhec-risk.com/site_edhecrisk/public/edhec_publications/RISKReview.2005-02-02.1924

pps. if i were to invest in managed futures trendfollowing, i would use the mt lucas index. i bet it beats most of the managers. . . if you look at some of the academic papers on the subject, the majority of the returns come from the collateral yield. . .that point is often overlooked, and...

ps. also might want to check out all the articles on merriman capital managements website that discuss trendfollowing vs buy and hold for a number of asset classes. www.fundadvice.com “Which is Better, Buy and Hold or Market Timing?”, February 13, 1998 “Designing a Market Timing...

might want to check out the whitepaper, "Does trendfollowing work on stocks?" can be downloaded here: http://turtletrader.com/blackstar-funds.html

the only one you listed that can backtest without bias is P123.

you should find out where he got the data from. if it suffers from those biases, then the backtest is worthless. . .

i have plently of fundamental data. i was curious where your friend got his data, as some of the databases suffer from survivorship and look ahead bias. . .

do you want to backtest?

what software are you using. . . and what data vendor did the data come from?