Following the Trend
eBook - ePub

Following the Trend

Diversified Managed Futures Trading

  1. English
  2. ePUB (mobile friendly)
  3. Available on iOS & Android
eBook - ePub

Following the Trend

Diversified Managed Futures Trading

About this book

An up-to-date and practical roadmap for diversified futures trading using CTA fund strategies

In the newly revised second edition of Following the Trend: Diversified Managed Futures Trading, renowned hedge fund founder and asset manager Andreas F. Clenow presents a systematic asset management methodology in a way that allows readers to emulate the success of CTA industry professionals. In the book, you'll find performance and attribution details for every year between 2002 and 2021 and detailed explanations of how the markets, industry, and strategy have evolved between the publication of the first edition and today.

The author also offers:

  • Detailed discussions of whether CTA hedge funds continue to show high internal correlation and exhibit homogeneous behaviour
  • The impact of low and negative interest rate environments, massive inflows into equity markets, and the rise of quant trading firms
  • Explorations of the combination of different types of trading models to enhance performance, complete with rulesets and fulsome analyses

A ground-breaking and thoroughly incisive examination of the commodity trading advisor industry, Following the Trend: Diversified Managed Futures Trading is an essential volume for sophisticated retail traders, day traders, private investors, investment managers, portfolio managers, and institutional investors.

Frequently asked questions

Yes, you can cancel anytime from the Subscription tab in your account settings on the Perlego website. Your subscription will stay active until the end of your current billing period. Learn how to cancel your subscription.
No, books cannot be downloaded as external files, such as PDFs, for use outside of Perlego. However, you can download books within the Perlego app for offline reading on mobile or tablet. Learn more here.
Perlego offers two plans: Essential and Complete
  • Essential is ideal for learners and professionals who enjoy exploring a wide range of subjects. Access the Essential Library with 800,000+ trusted titles and best-sellers across business, personal growth, and the humanities. Includes unlimited reading time and Standard Read Aloud voice.
  • Complete: Perfect for advanced learners and researchers needing full, unrestricted access. Unlock 1.4M+ books across hundreds of subjects, including academic and specialized titles. The Complete Plan also includes advanced features like Premium Read Aloud and Research Assistant.
Both plans are available with monthly, semester, or annual billing cycles.
We are an online textbook subscription service, where you can get access to an entire online library for less than the price of a single book per month. With over 1 million books across 1000+ topics, we’ve got you covered! Learn more here.
Look out for the read-aloud symbol on your next book to see if you can listen to it. The read-aloud tool reads text aloud for you, highlighting the text as it is being read. You can pause it, speed it up and slow it down. Learn more here.
Yes! You can use the Perlego app on both iOS or Android devices to read anytime, anywhere — even offline. Perfect for commutes or when you’re on the go.
Please note we cannot support devices running on iOS 13 and Android 7 or earlier. Learn more about using the app.
Yes, you can access Following the Trend by Andreas F. Clenow in PDF and/or ePUB format, as well as other popular books in Business & Investments & Securities. We have over one million books available in our catalogue for you to explore.

Information

Publisher
Wiley
Year
2023
Print ISBN
9781119908982
eBook ISBN
9781119909002

Table of contents

  1. Cover
  2. Table of Contents
  3. Title Page
  4. Copyright
  5. Foreword
  6. Foreword to the First Edition
  7. Preface
  8. CHAPTER 1: Cross‐Asset Trend Following with Futures
  9. CHAPTER 2: Futures Data
  10. CHAPTER 3: Constructing Diversified Futures Trading Strategies
  11. CHAPTER 4: Two Basic Trend‐Following Strategies
  12. CHAPTER 5: In‐Depth Analysis of Trend‐Following Performance
  13. CHAPTER 6: A Year‐by‐Year Review
  14. CHAPTER 7: Counter‐Trend Trading
  15. CHAPTER 8: Systematic Trading Without Time Series
  16. CHAPTER 9: Tweaks and Improvements
  17. CHAPTER 10: Practicalities of Futures Trading
  18. CHAPTER 11: Modelling Futures Strategies
  19. CHAPTER 12: Does Trend Following Work on Stocks?
  20. CHAPTER 13: Trading for a Living
  21. CHAPTER 14: Final Words of Caution
  22. Bibliography
  23. About the Author
  24. Index
  25. End User License Agreement