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
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.