Following the Trend: Diversified Managed Futures Trading

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.