Trend Following with Managed Futures: The Search for Crisis Alpha (Wiley Trading)

An all-inclusive guide to trend following

As more and more savvy investors move into the space, trendfollowing has become one of the most popular investment strategies.Written for investors and investmentmanagers, Trend Following with ManagedFutures offers an insightful overview of both the basicsand theoretical foundations for trend following. The book alsoincludes in-depth coverage of more advanced technical aspects ofsystematic trend following. The book examines relevant topics suchas:

• Trend following as an alternative asset class
• Benchmarking and factor decomposition
• Applications for trend following in an investmentportfolio
• And many more

By focusing on the investor perspective, Trend Followingwith Managed Futures is a groundbreaking and invaluableresource for anyone interested in modern systematic trendfollowing.