Book description
An all-inclusive guide to trend following
As more and more savvy investors move into the space, trend following has become one of the most popular investment strategies. Written for investors and investment managers, Trend Following with Managed Futures offers an insightful overview of both the basics and theoretical foundations for trend following. The book also includes in-depth coverage of more advanced technical aspects of systematic trend following. The book examines relevant topics such as:
- Trend following as an alternative asset class
- Benchmarking and factor decomposition
- Applications for trend following in an investment portfolio
- And many more
By focusing on the investor perspective, Trend Following with Managed Futures is a groundbreaking and invaluable resource for anyone interested in modern systematic trend following.
Table of contents
- Cover
- Half Title Page
- Title Page
- Copyright
- Foreword
- Preface
- Introduction
- Part I: Historical Perspectives
- Part II: Trend Following Basics
- Part III: Theoretical Foundations
- Part IV: Trend Following as an Alternative Asset Class
- Part V: Benchmarking and Style Analysis
- Part VI: Trend Following in an Investment Portfolio
- Glossary
- About the Authors
- Index
- Wiley End User License Agreement
Product information
- Title: Trend Following with Managed Futures
- Author(s):
- Release date: August 2014
- Publisher(s): Wiley
- ISBN: 9781118890974
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