Alex Greyserman, Kathryn Kaminski, "Trend Following with Managed Futures: The Search for Crisis Alpha"
ISBN: 1118890973 | 2015 | EPUB | 456 pages | 26 MB
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.