Trend Following with Managed Futures: The Search for Crisis Alpha

By Kathryn Kaminski and Alex Greyserman

Book Overview

An all-inclusive guide to trend following

As more and more savvy investors move into the space, trendfollowing has become one of the most popular investment strategies.Written for investors and investmentmanagers, Trend Following with ManagedFutures offers an insightful overview of both the basicsand theoretical foundations for trend following. The book alsoincludes in-depth coverage of more advanced technical aspects ofsystematic trend following. The book examines relevant topics suchas:

Trend following as an alternative asset classBenchmarking and factor decompositionApplications for trend following in an investmentportfolioAnd many more

By focusing on the investor perspective, Trend Followingwith Managed Futures is a groundbreaking and invaluableresource for anyone interested in modern systematic trendfollowing.

• Format: Paperback
• Language: English
• ISBN: 1118890973
• ISBN13: 9781118890974
• Release Date: August 2014
• Publisher: Wiley
• Length: 464 Pages
• Weight: 1.75 lbs.
• Dimensions: 1.0" x 7.3" x 9.2"