An up-to-date and practical roadmap for diversified futures trading using CTA fund strategies
In the newly revised Following the Trend: Diversified Managed Futures Trading, 2nd Edition (PDF), 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 ebook, 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 first edition’s publication 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, 2E, is an essential volume for sophisticated retail traders, day traders, private investors, investment managers, portfolio managers, and institutional investors.
978-1119908982
NOTE: This sale only includes the ebook Following the Trend: Diversified Managed Futures Trading, Second Edition, in PDF. No access codes are included.
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