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.
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They have shown remarkable uncorrelated performance and in the great bear market of 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.
Following the Trend : Andreas F. Clenow :
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 folllowing 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 followng 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.
The Best Books of Check out the top books of the year on our page Best Books of Looking for beautiful books? Visit our Beautiful Books trennd and find lovely books for kids, photography lovers and more. Other cclenow in this series. Trend Following Michael W. One Good Trade Mike Bellafiore.
Encyclopedia of Chart Patterns Thomas N. Naked Forex Alex Nekritin. Quantitative Trading Ernie Chan. Following the Trend Andreas F. Trades About to Happen David H.
Following the Trend
Flap copy rtend Clenow has written a very unique dlenow thatprovides a rare insight into how an actual CTA hedge fund managertrades. Backing up all his claims with hard research, he cuts rightto the point and educates the reader about how the real followwing oftrend-following futures trading is achieved and how to replicatethe success of the major hedge funds.
A must read and an essentialpart of any serious trader’s library! It is a must read forsomeone with ambitions to create his own systematic fund; highlyrecommended for everyone who is planning to invest in or understandthe intricacies of systematic strategies.
This book should be of great interest to ManagedFutures managers and investors alike. The thoughtful analysis of how models work and failwill help anyone interested in trading futures. This book adds tothe short list of intelligent analysis available for investors tobeat the market.
Andreas has taken a complicated topic and provided aninsightful viewpoint.
Back cover copy During bull and bear markets, there is a group of hedge fundsand professional gollowing which have been consistently outperformingtraditional investment strategies for the past odd years. Theyhave shown remarkable uncorrelated performance and in the greatbear market of they had record gains. These traders arehighly secretive about their proprietary trading algorithms andoften employ top PhD’s in their research teams.
Yet, it ispossible to replicate their trading performance with relativelysimplistic models.
Following the Trend : Diversified Managed Futures Trading
These traders are trend following cross assetfutures managers, also known as CTAs. Many books are writtenabout them but none explain their strategies in such detail as toenable the reader to emulate their success thd create their owntrend-following trading business. Following the Trend explains why most fail by focusing onthe wrong things, such as buy and sell rules, and teaches the trulyimportant parts of trend following.
Trading everything from theNasdaq index and T-bills to currency crosses, platinum and livehogs, there are large gains to be made regardless of the state ofthe economy or stock markets. By analysing year-by-yeartrend-following performance and attribution the reader will be ableto build a deep trenx of what it is like to trade futuresat a large scale and where the real problems and opportunitieslay.
Written by experienced hedge fund manager Andreas Clenow, thisbook provides a comprehensive insight into the strategies behindthe booming trend-following futures industry from the perspectiveof a market participant. The strategies behind the success of thisindustry are explained in great detail, including complete tradingrules and instructions for how to replicate the performance ofsuccessful hedge funds.
The companion website for the book, FollowingTheTrend. Following the Trend is an absolute must read for anyone with an interest in systematic trend following whether as an investor, clenoa, or aspiring manager. The book is at the same time comprehensive and easy to read.
As someone who has designed these types of systems, it is absolutely clear to me that Clenow writes as a knowledgeable practitioner, not an armchair theoretician. In short, this is a real life presentation of the subject matter. In one particularly innovative chapter, Clenow creates close replications of some of the best and largest trendfollowing funds by combining his set of simple, non-optimized rules with variations in portfolio composition and volatility level.??
He specialises in developing and trading quantitative strategies across all asset classes.
Following the Trend
Prior to his role as a hedge fund trader he clenpw 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.
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