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Trend Following with Managed Futures: The Search for Crisis Alpha

Trend Following with Managed Futures: The Search for Crisis Alpha - Paperback

by Alex Greyserman, Kathryn Kaminski
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Availability:In StockContributor:Alex Greyserman, Kathryn KaminskiSeries:Wiley TradingPublish date:2014-08-25Pages:464
Language:EnglishPublisher:WileyISBN-13:9781118890974ISBN-10:1118890973UPC:9781118890974Book Category:Business & EconomicsBook Subcategory:Investments & SecuritiesSize:9.20 x 7.30 x 1.00 inchesWeight:1.6513Product ID:SCWC7G078K

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.

Language:EnglishPublisher:WileyISBN-13:9781118890974ISBN-10:1118890973UPC:9781118890974Book Category:Business & EconomicsBook Subcategory:Investments & SecuritiesSize:9.20 x 7.30 x 1.00 inchesWeight:1.6513Product ID:SCWC7G078K

ALEX GREYSERMAN, PHD, is Chief Scientist at ISAM and serves as Adjunct Professor in the Graduate Program in Mathematical Finance at Columbia University.

KATHRYN M. KAMINSKI, PHD, is the Deputy Managing Director of the Institute for Financial Research (SIFR), external market commentator for the CME Group, and affiliated faculty at the Stockholm School of Economics.


Publisher: Wiley

Contributor(s)

Alex Greyserman, Kathryn Kaminski

Author

Alex Greyserman, Kathryn Kaminski

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