Trend Following with Managed Futures: The Search for Crisis Alpha

An investment manager's all-inclusive guide to trend following. Covering a range of areas vital to investors, it brings readers up to speed on the basics and theoretical foundations of trend following, then moves on to more advanced topics, like trend following as an alternative asset class, benchma [...]
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An investment manager's all-inclusive guide to trend following. Covering a range of areas vital to investors, it brings readers up to speed on the basics and theoretical foundations of trend following, then moves on to more advanced topics, like trend following as an alternative asset class, benchmarking and factor decomposition, and more.