Following the trend: diversified managed futures trading / Andreas F. Clenow.
Clenow, Andreas F., 1975-
2013
HG6024.A3 C5834 2013
Available Online

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Title Following the trend: diversified managed futures trading / Andreas F. Clenow.
Author Clenow, Andreas F., 1975-
ISBN 9781118410851 (hbk.)
9781118410820 (electronic bk.)
Publication Details Hoboken : Wiley, 2013.
Language English
Description xvi, 282 p. : ill.
Call Number HG6024.A3 C5834 2013
Dewey Decimal Classification 332.64/52
Bibliography, etc. Note Includes bibliographical references and index.
Access Note Access limited to authorized users.
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Record Appears in Online Resources > Ebooks
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Foreword
Preface
Why write a book?
Acknowledgements
Cross-asset trend following with futures
Futures data and tools
Constructing diversified futures trading strategies
Basic trend-following strategies
In-depth analysis of trend-following performance
Year by year review
Reverse engineering the competition
Tweaks and improvements
Practicalities of futures trading
Final words of caution.

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