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Following the Trend: Diversified Managed Futures Trading Hardcover - 2013 - 1st Edition

Name: Following the Trend: Diversified Managed Futures Trading (Wiley Trading)
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Author: Clenow, Andreas F.
ISBN: 9781118410851

by Andreas F. Clenow

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From the publisher

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 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.

From the rear cover

"Andreas F. Clenow has written a very unique book that provides a rare insight into how an actual CTA hedge fund manager trades. Backing up all his claims with hard research, he cuts right to the point and educates the reader about how the real value of trend-following futures trading is achieved and how to replicate the success of the major hedge funds. A must read and an essential part of any serious trader's library!" Carl Gyllenram, CEO, Ability Asset Management/Author of Trading with Crowd Psychology

"Following the Trend truly captures what it is to be a systematic manager day in and day out. It is a must read for someone with ambitions to create his own systematic fund; highly recommended for everyone who is planning to invest in or understand the intricacies of systematic strategies." Sanjiv Kumar, Principal, Fort LP.

"In this excellent work, Andreas has shed light on some very important and previously undocumented aspects of trend following. This book should be of great interest to Managed Futures managers and investors alike." Nigol Koulajian, Founder, Quest Partners, LLC

"This is a must-read for anyone involved in trading markets. The thoughtful analysis of how models work and fail will help anyone interested in trading futures. This book adds to the short list of intelligent analysis available for investors to beat the market." Robert Savage, CEO, Track.com

"If you want to trade professionally by managing other people's money, then this is one of the first books I recommend that you read." Van K. Tharp, Ph.D., Author, Trade Your Way to Financial Freedom, Supertrader and The Definitive Guide to Position Sizing Strategies.

"Trend following is the largest sub-category of managed futures, driven by the market environment of price persistence. Andreas has taken a complicated topic and provided an insightful viewpoint." Mark H. Melin, Author, High-Performance Managed Futures / Editor, Opalesque Futures Intelligence

"A no- nonsense view into the real world of trend following and how it can be done." Kathryn M. Kaminski, PhD, CIO and Founder, Alpha K Capital

From the jacket flap

"A no- nonsense view into the real world of trend following and how it can be done." Kathryn M. Kaminski, PhD, CIO and Founder, Alpha K Capital

Details

Title Following the Trend: Diversified Managed Futures Trading
Author Andreas F. Clenow
Binding Hardcover
Edition number 1st
Edition 1
Pages 304
Volumes 1
Language ENG
Publisher Wiley
Date 2013-01-14
ISBN 9781118410851 / 1118410858
Weight 1.25 lbs (0.57 kg)
Dimensions 9 x 6.2 x 0.9 in (22.86 x 15.75 x 2.29 cm)
Themes
- Aspects (Academic): Business Aspects
Library of Congress subjects Speculation, Futures
Library of Congress Catalog Number 2012039744
Dewey Decimal Code 332.645

About the author

Andreas F. Clenow CMT, is a principal at ACIES Asset Management with headquarters in Zurich, Switzerland, which he joined after having successfully established his own hedge fund. He specialises in developing and trading quantitative strategies across all asset classes. Prior to his role as a hedge fund manager 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. He was also the Global Head of Institutional Charting and Technical Analysis for Equis International before departing for the hedge fund world.

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Following the Trend: Diversified Managed Futures Trading (Wiley Trading)

by Clenow, Andreas F.

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