Following the Trend: Diversified Managed Futures Trading

Following the Trend Diversified Managed Futures Trading 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 odd years They have
  • Title: Following the Trend: Diversified Managed Futures Trading
  • Author: Andreas Clenow
  • ISBN: 9781118410851
  • Page: 111
  • Format: Hardcover
  • Following the Trend: Diversified Managed Futures Trading
    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 algorDuring 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.
    Following the Trend: Diversified Managed Futures Trading By Andreas Clenow,
    • [EPUB] ✓ Following the Trend: Diversified Managed Futures Trading | BY Ì Andreas Clenow
      111 Andreas Clenow
    • thumbnail Title: [EPUB] ✓ Following the Trend: Diversified Managed Futures Trading | BY Ì Andreas Clenow
      Posted by:Andreas Clenow
      Published :2020-04-27T12:48:46+00:00

    About " Andreas Clenow "

  • Andreas Clenow

    Andreas Clenow Is a well-known author, some of his books are a fascination for readers like in the Following the Trend: Diversified Managed Futures Trading book, this is one of the most wanted Andreas Clenow author readers around the world.

  • 282 Comments

  • Very educational, factual, statistical and valuable book This is a professional book written by a Futures Fund Manager for anyone who is looking to start their own Fund It breaks down in fine detail on the core principles of Diversified Trend Following Absolutely packed with solid data with the authors results and outcomes applying their strategy for almost 20 years their fund goes from 100 mil to almost 2 bil during these years.Although, I don t think I ll be a million dollar fund manager soon, [...]


  • Where most trend following books speak in general terms about how a strategy like this works, this book walks you through all the steps and pitfalls of developing and living through a trend based futures strategy.


  • Well written and easy to understand For me the essence is in the simple guidelines shared While each of us has to make their own journey, the guidelines are useful.


  • Andreas is a real professional in the manged funds world and knows what he is talking about He speaks clearly about the advantages and disadvantages of investing in futures as well as the pitfalls Its fun to read The book mainly adresses do it yourself hobby investors who are not afraid to do some coding and data analysis and turn into professionals I am still surprised his examples of simple strategies can beat the benchmark funds, I will try to test this with backtesting using my own dara.



  • Curve fitted, to realize past performance is unreal due to diminishing returns No out of sample testing and other important parameters.I wouldn t even try to argue that moving average strategies are dumb, and if so much funds use them it only shows what idiotic place we re in where idiots manage money and pretend to be kings of the world At least it s changing with diminishing returns.For comparison, here s my own futures strategy for last two years Only one instrument, holding for 1 day, 3 trad [...]


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