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Trend Following with Managed Futures: The Search for Crisis Alpha (Wiley Trading) by [Alex Greyserman, Kathryn Kaminski]

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Trend Following with Managed Futures: The Search for Crisis Alpha (Wiley Trading) Kindle Edition

4.0 out of 5 stars 17 ratings

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Length: 424 pages Word Wise: Enabled Enhanced Typesetting: Enabled
Page Flip: Enabled Language: English

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Product description

Review

The authors have raised the standard for discussion concerning trend following. The hedge fund industry should take note, and all strategies should be given the same level of attention and detailed review. For investors who are contemplating a trend-following managed futures investment, this book should be the first place to go in getting up to speed.

– CFA Institute

--This text refers to an alternate kindle_edition edition.

From the Inside Flap

PRAISE FOR TREND FOLLOWING WITH MANAGED FUTURES

“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

“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. Every serious investor should read this book!”
―Andrew Lo, PhD, Charles E. and Susan T. Harris Professor of Finance, MIT Sloan School of Management

“This is a must have on the bookshelf of any institutional investor. Alex and Kathryn bring academic rigor to CTA investing in an easily digestible and understandable framework.”
―Lawrence Kissko, Head of Macro and Quantitative Strategies, Hermes BPK Partners

--This text refers to an alternate kindle_edition edition.

Product details

  • ASIN : B00JUV05PK
  • Publisher : Wiley; 1st edition (26 August 2014)
  • Language : English
  • File size : 37240 KB
  • Text-to-Speech : Enabled
  • Enhanced typesetting : Enabled
  • X-Ray : Not Enabled
  • Word Wise : Enabled
  • Print length : 424 pages
  • Customer Reviews:
    4.0 out of 5 stars 17 ratings
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4.0 out of 5 stars
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canta86
4.0 out of 5 stars theoretical book
Reviewed in Italy on 8 August 2016
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Customer
2.0 out of 5 stars Trend Following Authors
Reviewed in the United States on 2 December 2017
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Rob Kirk
2.0 out of 5 stars It’s a tough chore to get through this book
Reviewed in the United States on 28 November 2018
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4 people found this helpful
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James T
5.0 out of 5 stars Five Stars
Reviewed in the United States on 23 May 2018
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nathan mcnulty
5.0 out of 5 stars Very thorough analysis of managed futures
Reviewed in the United States on 25 March 2018
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One person found this helpful
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