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Trend Following with Managed Futures: The Search for Crisis Alpha (Wiley Trading) Kindle Edition
|New from||Used from|
|Length: 424 pages||Word Wise: Enabled||Enhanced Typesetting: Enabled|
|Page Flip: Enabled||Language: English|
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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
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
- 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
- Best Sellers Rank: 1,188,291 in Kindle Store (See Top 100 in Kindle Store)
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There is not math here. It is not a quant book, nor a trading book. This is a theoretical finance book.
However the book is written very well. All the concepts are clear and the plots are great.