The Resource Following the trend : diversified managed futures trading, Andreas F. Clenow

Following the trend : diversified managed futures trading, Andreas F. Clenow

Label
Following the trend : diversified managed futures trading
Title
Following the trend
Title remainder
diversified managed futures trading
Statement of responsibility
Andreas F. Clenow
Creator
Subject
Language
eng
Summary
During bull and bear markets, there is a group of hedge funds and professional traders which have been consistently outperforming traditional investment strategies for the past 30 odd years. They have shown remarkable uncorrelated performance and in the great bear market of 2008 they had record gains. These traders are highly secretive about their proprietary trading algorithms and often employ top PhDs in their research teams. Yet, it is possible to replicate their trading performance with relatively simplistic models. These traders are trend following cross asset futures managers, also known as CTAs. Many books are written about them but none explain their strategies in such detail as to enable the reader to emulate their success and create their own trend following trading business, until now. Following the Trend explains why most hopefuls fail by focusing on the wrong things, such as buy and sell rules, and teaches the truly important parts of trend following. Trading everything from the Nasdaq index and T-bills to currency crosses, platinum and live hogs, there are large gains to be made regardless of the state of the economy or stock markets. By analysing year by year trend following performance and attribution the reader will be able to build a deep understanding of what it is like to trade futures in large scale and where the real problems and opportunities lay. Written by experienced hedge fund manager Andreas Clenow, this book provides a comprehensive insight into the strategies behind the booming trend following futures industry from the perspective of a market participant. The strategies behind the success of this industry are explained in great detail, including complete trading rules and instructions for how to replicate the performance of successful hedge funds. You are in for a potentially highly profitable roller coaster ride with this hard and honest look at the positive as well as the negative sides of trend following
Member of
Cataloging source
DLC
Dewey number
332.64/52
Index
index present
LC call number
HG6024.A3
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
Wiley trading
Label
Following the trend : diversified managed futures trading, Andreas F. Clenow
Publication
Bibliography note
Includes bibliographical references and index
http://library.link/vocab/branchCode
  • net
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Foreword -- Preface -- Why write a book? -- Acknowledgements -- Cross-asset trend following with futures -- Futures data and tools -- Constructing diversified futures trading strategies -- Basic trend-following strategies -- In-depth analysis of trend-following performance -- Year by year review -- Reverse engineering the competition -- Tweaks and improvements -- Practicalities of futures trading -- Final words of caution
Control code
ocn815758354
Extent
1 online resource
Form of item
online
Isbn
9781118410844
Lccn
2012044254
Media category
computer
Media MARC source
rdamedia
Media type code
c
http://library.link/vocab/ext/overdrive/overdriveId
  • b1c92628-d00c-4420-8c9a-14dae725642c
  • cl0500000194
Publisher number
EB00063516
http://library.link/vocab/recordID
.b27112871
Specific material designation
remote
System control number
  • (OCoLC)815758354
  • pebcs1118410823

Library Locations

    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
Processing Feedback ...