Cover art for Trend Following with Managed Futures
Published
Wiley Australia, September 2014
ISBN
9781118890974
Format
Softcover, 456 pages
Dimensions
23.6cm × 18.8cm × 2.3cm

Trend Following with Managed Futures The Search for Crisis Alpha by &

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An all-inclusive guide to trend following

As more and more savvy investors move into the space, trend following has become one of the most popular investment strategies. Written for investors and investment managers, Trend Following with Managed Futures offers an insightful overview of both the basics and theoretical foundations for trend following. The book also includes in-depth coverage of more advanced technical aspects of systematic trend following. The book examines relevant topics such as:

Trend following as an alternative asset class

Benchmarking and factor decomposition

Applications for trend following in an investment portfolio

And many more

By focusing on the investor perspective, Trend Following with Managed Futures is a groundbreaking and invaluable resource for anyone interested in modern systematic trend following.

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