Andreas F. Clenow. ISBN: pages. January Following the Trend: Diversified Managed Futures Trading () cover. Andreas Clenow. · Rating details · ratings · 10 reviews. During bull and bear markets, there is a group of hedge funds and professional traders which. During bull and bear markets, there is a group of hedge funds and professional traders which have been consistently outperforming traditional investment.

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Request permission to reuse content from this title. Management Techniques Hardbacks Books in English. They have shown remarkable uncorrelated performance and in the great bear market of they had record gains.

Following the Trend: Diversified Managed Futures Trading by Andreas F. Clenow (Hardback, 2012)

These traders trehd trend following cross asset futures managers, also known as CTAs. Description 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.

Sriram rated it liked it Aug 31, Luca rated it it was amazing Dec 14, Marcelo Menezes rated it it was amazing Nov 20, Goodreads helps you keep track of books you want to read. This is, of course, for demonstration of concept only because I’m not comparing risk adjusted returns, but in any case it shows how dumb are moving average based strategies that are holding countless assets all the time when higher returns can be generated only, let’s say, 3 days in a month: Be the first to write a review.

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You end up mainly trading beta anyhow. If you’re willing to adapt your models and do something closer to momentum trading, you’ll do just fine.

Andreas is a real professional in the manged funds world and knows what he is talking about. It’s not only to get you to click on it though that worked, didn’t it? Evolution of a Trader.

Following the Trend

Suddenly all those stocks that were doing so nicely all fall down hard at the same time. These traders are highly secretive about their proprietary trading algorithms and often employ top PhDs in their research teams. He speaks clearly about the advantages and anderas of investing in futures as well as the pitfalls.

Kill the short leg of your strategy. I’ve arrived at models that work and models that don’t.

Return to Book Page. There are no discussion topics on this book yet. It breaks down in fine detail on the core principles of Diversified Trend Following.

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Many books are written about them but none explain their strategies in such detail as followinb enable the reader to emulate their success and create their own trend following trading business, until now. He specialises in developing and trading quantitative strategies across all asset classes.

Claus Herther rated it it was amazing Nov 22, Expect to have great returns in bull markets and aim to make your strategy lose as little as possible in bear markets.

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Well written and easy to understand. Trend following is a great concept but be very aware of its limitations.

This item tue belong on this page. They were not in before. These traders are highly secretive about their proprietary trading algorithms and often employ top PhDs in their research teams. You have a clear limit to how much exposure you can take on. My new book details how to go about constructing a robust equity momentum strategy and offers a complete methololgy for implementing it.