In the newly revised Following the Trend: Diversified Managed Futures Trading, 2nd Edition (PDF), Andreas F. Clenow, a renowned hedge fund founder and asset manager, presents a practical roadmap for diversified futures trading using CTA fund strategies. The book provides a systematic asset management methodology that allows readers to emulate the success of CTA industry professionals. It includes performance and attribution details for every year between 2002 and 2021, as well as explanations of how the markets, industry, and strategy have evolved since the publication of the first edition.
Some key topics covered in the book include:
- A detailed discussion of whether CTA hedge funds continue to show high internal correlation and exhibit homogeneous behavior
- 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 thorough analyses
Following the Trend: Diversified Managed Futures Trading, 2E is a ground-breaking and incisive examination of the commodity trading advisor industry. It is an essential volume for sophisticated retail traders, day traders, private investors, investment managers, portfolio managers, and institutional investors.
ISBN: 978-1119908982
NOTE: This sale only includes the ebook Following the Trend: Diversified Managed Futures Trading, Second Edition, in PDF format. No access codes are included.