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Following the Trend: Diversified Managed Futures Trading
An up-to-date and practical roadmap for diversified futures trading using CTA fund strategies
In the newly revised second edition of Following the Diversified Managed Futures Trading, renowned hedge fund founder and asset manager Andreas F. Clenow presents a systematic asset management methodology in a way that allows readers to emulate the success of CTA industry professionals. In the book, you’ll find performance and attribution details for every year between 2002 and 2021 and detailed explanations of how the markets, industry, and strategy have evolved between the publication of the first edition and today.
The author also
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 analysesA ground-breaking and thoroughly incisive examination of the commodity trading advisor industry, Following the Diversified Managed Futures Trading is an essential volume for sophisticated retail traders, day traders, private investors, investment managers, portfolio managers, and institutional investors.
In the newly revised second edition of Following the Diversified Managed Futures Trading, renowned hedge fund founder and asset manager Andreas F. Clenow presents a systematic asset management methodology in a way that allows readers to emulate the success of CTA industry professionals. In the book, you’ll find performance and attribution details for every year between 2002 and 2021 and detailed explanations of how the markets, industry, and strategy have evolved between the publication of the first edition and today.
The author also
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 analysesA ground-breaking and thoroughly incisive examination of the commodity trading advisor industry, Following the Diversified Managed Futures Trading is an essential volume for sophisticated retail traders, day traders, private investors, investment managers, portfolio managers, and institutional investors.
319 pages, Kindle Edition
Published January 23, 2023
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July 8, 2025
Book for marketing. Long, tedious and useless...
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