Trend Following With Managed Futures: The Search For Crisis Alpha Paperback English by Alex Greyserman - 03-Oct-14
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| Publisher | John Wiley & Sons Inc |
| ISBN 13 | 9781118890974 |
| ISBN 10 | 1118890973 |
| Author | Alex Greyserman, Kathryn Kaminski |
| Language | English |
| Book Subtitle | The Search For Crisis Alpha |
| Book Description | An all-inclusive guide to trend following 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. |
| Editorial Review | WOW!! Everything you ever wanted to know about trend following over the past 800 years, from the theoretical to the practical, can be found in this book. If you are contemplating an allocation to or redemption from CTAs, you should read this book first.-Ed Robertiello, CFA, Senior Portfolio Manager, Absolute Return Strategies, CalPERS. Alex Greyserman and Kathryn Kaminski have provided a full insight into trend following models in simple language and with examples throughout this book. They have demystified the black box notion associated with managed futures/trend followers.-Romule Nohasiarisoa, CFA, Senior Hedge Fund Analyst, PGGM Pension Fund, Netherlands. Alex and Kathryn are prolific researchers in the world of managed futures and manager selection. This work is a significant contribution to the understanding of CTA performance and is a must read for anyone interested in analyzing CTA returns.-Adam Duncan, Senior Investment Director, Cambridge Associates |
| About the Author | ALEX GREYSERMAN, PD, is Chief Scientist at ISAM and serves as Adjunct Professor in the Graduate Program in Mathematical Finance at Columbia University. KATHRYN M. KAMINSKI, PD, is the Deputy Managing Director of the Institute for Financial Research (SIFR), external market commentator for the CME Group, and affiliated faculty at the Stockholm School of Economics. |
| Edition Number | 1 |
| Publication Date | 03-Oct-14 |
| Number of Pages | 464 |
Trend Following With Managed Futures: The Search For Crisis Alpha Paperback English by Alex Greyserman - 03-Oct-14
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