Following the Trend: Diversified Managed Futures Trading

Andreas F. Clenow, a renowned hedge fund founder and asset manager, presents a revised second edition of Following the Trend: Diversified Managed Futures Trading, offering a practical roadmap for diversified futures trading using CTA fund strategies. The book provides performance and attribution details, discusses the evolution of the markets, industry, and strategy, and explores the combination of different trading models to enhance performance. It is an essential volume for sophisticated retail traders, day traders, private investors, investment managers, portfolio managers, and institutional investors.

Format: Hardback
Length: 336 pages
Publication date: 26 January 2023
Publisher: John Wiley & Sons Inc

In the eagerly awaited second edition of Following the Trend: Diversified Managed Futures Trading, renowned hedge fund founder and asset manager Andreas F. Clenow unveils a comprehensive and pragmatic roadmap for thriving in diversified futures trading, employing CTA (commodity trading advisor) fund strategies. This revised edition offers readers a systematic approach to asset management, empowering them to emulate the achievements of industry professionals in the CTA space.

Within the pages of this invaluable book, you will discover comprehensive performance and attribution details spanning from 2002 to 2021. Andreas F. Clenow delves into the intricate dynamics between market conditions, the industry landscape, and the evolution of his trading strategy since the first edition.

Furthermore, the author presents a thought-provoking exploration of key topics, including:

Detailed examinations of whether CTA hedge funds maintain high internal correlation and exhibit homogeneous behavior in the face of changing market conditions.

An insightful analysis of the profound impact of low and negative interest rate environments, the surge of capital inflows into equity markets, and the rise of quant trading firms.

Innovative approaches to combining diverse trading models to optimize performance, accompanied by comprehensive rulesets and rigorous analyses.

A groundbreaking and penetrating examination of the commodity trading advisor industry, shedding light on its intricacies, challenges, and opportunities.

Following the Trend: Diversified Managed Futures Trading is an indispensable resource for seasoned retail traders, day traders, private investors, investment managers, portfolio managers, and institutional investors seeking to navigate the complexities of diversified futures trading with confidence and success.

By delving into the insights and strategies presented in this revised edition, readers will gain a deeper understanding of the CTA industry, refine their trading approaches, and unlock the potential for sustainable returns in the ever-evolving financial markets.

Weight: 499g
Dimension: 234 x 160 x 31 (mm)
ISBN-13: 9781119908982
Edition number: 2 ed