Following the Trend has ratings and 10 reviews. Terry said: Very Following the Trend: Diversified Managed Futures Trading Andreas Clenow. Following the Trend by Andreas F. Clenow, , available at Book Depository with free delivery worldwide. Written by experienced hedge fund manager Andreas Clenow, thisbook provides a comprehensive insight into the strategies behindthe booming trend following.
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These traders are trend following cross asset futures managers, also known as CTAs. By analysing year by year trend following performance and attribution the reader will be able to build a deep understanding of what it is like to trade futures in large scale and where the real problems and opportunities lay.
For comparison, here’s my own futures strategy for last two years. Grounded in verifiable evidence. Want to Read saving…. To ask other readers questions about Following the Trendplease sign up.
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: By analysing year byyear trend following performance and attribution the reader will beable to flenow a deep understanding of what it is trehd to tradefutures in large scale and where the real problems andopportunities lay.
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Following the Trend: Diversified Managed Futures Trading
Follow the trend is your friend. During bull and bear markets, there is a group of hedge fundsand professional traders which have been consistently outperformingtraditional investment strategies for the past 30 trnd years.
A must read and an essentialpart of any serious trader’s library! Yet, it ispossible to replicate their trading performance with relativelysimplistic models.
Keeping it Simple in Trend Following | Andreas Clenow
Following the Trend is an absolute must read for anyone with an interest in systematic trend following whether as an investor, trader, or aspiring manager. The strategies behind the success of this industry are explained in great detail, including complete trading rules and instructions for how to replicate the performance of successful hedge funds. You may also like. Following the Trend is an absolute must read for anyone with an interest in systematic trend following whether as an investor, trader, or aspiring manager.
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Following the Trend : Andreas F. Clenow :
The book mainly adresses do-it-yourself hobby investors who are not afraid to do some coding and data analysis and turn into professionals. This is a professional book written by a Futures Fund Manager for anyone who is looking to start their own Fund. Be the first to write a review. As someone who has designed these types of systems, it is absolutely clear to me that Clenow writes as a knowledgeable practitioner, not an armchair theoretician.
While each of us has to make their own journey, the guidelines are useful. With real evidence on how their Trend Following stragies work and what makes up those strategies, this is a great book for any Trend Follower.
Deepanshu rated it really liked it Aug 16, By analysing year by year trend following performance and attribution the reader will be able to tdend a deep understanding of what it is like to trade futures in large scale and where the real problems and opportunities lay. You are in for a potentially highly profitable roller coaster ride yhe this hard and honest look at the positive as well as the negative sides of trend following. Its fun to read. In short, this is a real life presentation of the subject matter.
Many books are written about them but none explain their strategies in such detail as to enable the reader to emulate their success and create their own trend following trading folowing, until now.
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Following the Trend
Harry Potter Years by J. Curtis rated it liked it Jul 01, You are in for a potentially highly profitable roller coaster ride with this hard and honest look at the positive as well as the negative sides trehd trend following.
Following the Trend explains why most hopefuls fail byfocusing on the wrong things, such as buy and sell rules, andteaches the truly important parts of trend following.
He specialises in developing and trading quantitative strategies acros