Following the Trend has ratings and 10 reviews. Terry said: Very Following the Trend: Diversified Managed Futures Trading Andreas Clenow. Following the Trend by Andreas F. Clenow, , available at Book Depository with free delivery worldwide. Written by experienced hedge fund manager Andreas Clenow, thisbook provides a comprehensive insight into the strategies behindthe booming trend following.
|Published (Last):||6 December 2006|
|PDF File Size:||15.1 Mb|
|ePub File Size:||19.49 Mb|
|Price:||Free* [*Free Regsitration Required]|
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. Prior to his role as a hedge fund trader he had a lightning career with Reuters, where he, as Global Head of Equity and Commodity Quant Modelling, was one of the youngest ever in such a role.
Following the Trend
But complete in the sense of also addressing position sizing, psychological aspects and much of the practical minutiae. About this product Synopsis A practical guide to diversified futures trading using CTA fund strategies There are a group of hedge funds which have been showing remarkable performance in the past 30 odd years, consistently outperforming other strategies during bull and bear markets and even showing incredible gains during the crisis.
These traders arehighly secretive about their proprietary trading algorithms andoften employ top PhD’s in their research teams. Want to Read saving…. Andreas is a real professional in the manged funds world and knows what he is talking about.
Following the Trend
I admired Clenow’s repeatedly pointing out real life difficulties and drawbacks and his refusal to use optimization or well-chosen examples as virtually all other books of this type tend to do.
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.
Curtis rated it liked it Jul 01, To see what your friends thought of this book, please sign up.
For me the essence is in the simple guidelines shared. 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.
Deepanshu rated it really liked it Aug 16, The book is at the same time comprehensive and easy to read. The thoughtful analysis of how models work and failwill help anyone interested in trading futures.
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. 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. Ajusal Sugathan rated it it was amazing May 14, Obviously focused on trend following, building up a simple mechanical trend following approach, which, applied to a diversified portfolio, accounts for the performance of the most lionised of traders.
C,enow to Read Currently Reading Read. People who bought this also bought. For comparison, here’s my own futures strategy clenoa last two years. Many books are written aboutthem but none explain their strategies in such detail as to enablethe reader to emulate their success and create their own trendfollowing trading business, until now.
Following the Trend is an absolute must read for anyone with an interest in systematic trend following whether as an investor, trader, or aspiring manager.
Keeping it Simple in Trend Following | Andreas Clenow
These traders are highly secretive about their proprietary trading algorithms and often employ top PhDs in their research followiny. Goodreads helps you keep track of books you want to read. In short, this is a real life presentation of the subject matter. Describes what it takes to invest in the profitable CTA funds Includes examples of large and famous CTA funds Includes a companion tdend that is continuously updated Following the Trend shows how to trade the CTA funds and includes the math behind their incredible success.
More about Andreas F. Simon rated it it was amazing Feb 28, Back cover copy During bull and bear markets, there is a group of hedge fundsand professional traders clenpw have been consistently outperformingtraditional investment strategies for the past odd years. Andreas has taken a complicated topic and provided aninsightful viewpoint.
Check out the top books of the year on our page Best Books of Quantitative Trading Ernie Chan.