Description

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.

Trend Following with Managed Futures: The Search for Crisis Alpha

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RRP: £60.00 You save £6.00 (10%)
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Paperback / softback by Alex Greyserman , Kathryn Kaminski

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Short Description:

An all-inclusive guide to trend following As more and more savvy investors move into the space, trend following has become... Read more

    Publisher: John Wiley & Sons Inc
    Publication Date: 03/10/2014
    ISBN13: 9781118890974, 978-1118890974
    ISBN10: 1118890973

    Number of Pages: 464

    Non Fiction , Business, Finance & Law

    Description

    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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