
×
The authors have raised the standard for discussion concerning trend following. The hedge fund industry should take note, and all strategies should be given the same level of attention and detailed review. For investors who are contemplating a trend-following managed futures investment, this book should be the first place to go in getting up to speed.
- CFA Institute
Trend Following with Managed Futures
The Search for Crisis Alpha
von Alex Greyserman und Kathryn KaminskiAn all-inclusive guide to trend following
As more and more savvy investors move into the space, trendfollowing has become one of the most popular investment strategies. Written for investors and investmentmanagers, Trend Following with ManagedFutures offers an insightful overview of both the basicsand theoretical foundations for trend following. The book alsoincludes in-depth coverage of more advanced technical aspects ofsystematic trend following. The book examines relevant topics suchas:
* Trend following as an alternative asset class
* Benchmarking and factor decomposition
* Applications for trend following in an investmentportfolio
* And many more
By focusing on the investor perspective, Trend Followingwith Managed Futures is a groundbreaking and invaluableresource for anyone interested in modern systematic trendfollowing.
As more and more savvy investors move into the space, trendfollowing has become one of the most popular investment strategies. Written for investors and investmentmanagers, Trend Following with ManagedFutures offers an insightful overview of both the basicsand theoretical foundations for trend following. The book alsoincludes in-depth coverage of more advanced technical aspects ofsystematic trend following. The book examines relevant topics suchas:
* Trend following as an alternative asset class
* Benchmarking and factor decomposition
* Applications for trend following in an investmentportfolio
* And many more
By focusing on the investor perspective, Trend Followingwith Managed Futures is a groundbreaking and invaluableresource for anyone interested in modern systematic trendfollowing.