- Advertisement -
- Advertisement -

Book release: Trend Following with Managed Futures

- Advertisement -

An all inclusive Investment Guide to Trend Following – The Search for Crisis Alpha: Combining years of experience in the futures trading space and academic rigor, Alex Greyserman, ISAM, and Kathryn Kaminski, SIFR, joined forces to write an all-inclusive guide to trend following. The book opens the door to new ways of thinking about adaptive markets, risk taking and systematic strategies.

Trend following is one of the classic investment styles. “Find a trend and follow it” is a common adage that has been passed on throughout the centuries. In its current form, trend following has become one of the most well known investment strategies. Despite the notoriety, trend following has long been shunned as the black sheep of investment styles. The authors proclaim that their mutual challenge was “to turn the world of trend following from a world of geeks and financial folklore into the serious objective discipline that it really is.”

In the book’s forward, MIT Professor and renowned quant guru Andrew Lo states that this book “is a fascinating and timely examination of an investment strategy that, for too long, has dwelt in the shadows of the financial industry.”

Written for investors and investment managers, Trend Following with Managed Futures offers an insightful overview of both the basics and theoretical

Alex Greyserman
Alex Greyserman

foundations for trend following. The book also includes in-depth coverage of more advanced technical aspects of systematic trend following including trend following as an alternative asset class, benchmarking and factor decomposition, practical applications for investment portfolios and much, much 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.

close

Subscribe to HedgeBrev, HedgeNordic’s weekly newsletter, and never miss the latest news!

Our newsletter is sent once a week, every Friday.

HedgeNordic Editorial Team
HedgeNordic Editorial Team
This article was written, or published, by the HedgeNordic editorial team.

Latest

Most Popular This Week

Request for Proposal

- Advertisement -

Latest Articles

Round Table: ETFs & Asset Management

Stockholm (HedgeNordic) – At a round table discussion that took place in Stockholm on October 17, asset managers and ETF providers discussed and answered...

Nordic Managers Win EuroHedge Nominations

Stockholm (HedgeNordic) – With Intelligence has released the first round of nominations for the EuroHedge Awards 2022, with the list featuring seven Nordic hedge...

Expected 75 Point Hike in Riksbank Rate

Stockholm (HedgeNordic) – Sweden’s Riksbank raised the key interest rate by an expected 75 basis points to 2.5 percent, the highest level since 2008....

The Age of Macro is Back

Stockholm (HedgeNordic) – In recent years, fixed-income macro managers such as Carlsson Norén have struggled to deliver attractive absolute returns in a low-volatility environment...

Man AHL Launches its First Systematic Article 9 Fund

Stockholm (HedgeNordic) – Man Group’s quantitative investment arm and engine, Man AHL, has launched the asset manager’s first systematic Article 9 fund. Relying on...

Corporate Bonds are Very Attractive Finds Atlant Fonder

Stockholm (HedgeNordic) – This year’s broad sell-off in the bond market due to aggressive monetary tightening in the fight against inflation may have investors...