Following the Trend: Diversified Managed Futures Trading

An up-to-date and practical roadmap for diversified futures trading using CTA fund strategies

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The author also offers:

  • Detailed discussions of whether CTA hedge funds continue to show high internal correlation and exhibit homogeneous behaviour
  • The impact of low and negative interest rate environments, massive inflows into equity markets, and the rise of quant trading firms
  • Explorations of the combination of different types of trading models to enhance performance, complete with rulesets and fulsome analyses

A ground-breaking and thoroughly incisive examination of the commodity trading advisor industry, Following the Trend: Diversified Managed Futures Trading is an essential volume for sophisticated retail traders, day traders, private investors, investment managers, portfolio managers, and institutional investors.

Weight 1 kg
Dimensions 24 × 16 × 3 cm
Book Author

Andreas F. Clenow

Edition

1st

Format

Hardback

ISBN

9781119908982

Language

English

Pages

336

Publication Year

Publisher

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sarasbooksonline.com

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