As more and more savvy investors move into the space, trend following has become one of the most popular investment strategies. 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. The book examines relevant topics such as:
Trend following as an alternative asset class
Benchmarking and factor decomposition
Applications for trend following in an investment portfolio
And many 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.