Andreas F. Clenow. ISBN: pages. January Following the Trend: Diversified Managed Futures Trading () cover. Andreas Clenow. · Rating details · ratings · 10 reviews. During bull and bear markets, there is a group of hedge funds and professional traders which. During bull and bear markets, there is a group of hedge funds and professional traders which have been consistently outperforming traditional investment.

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Following the Trend: Diversified Managed Futures Trading by Andreas Clenow

Rich Dad Poor Dad: Business Nonfiction Publication Details Publisher: Where most trend following books speak in general terms about how a strategy like this works, this book walks you through all the steps and pitfalls of developing and living through a trend based futures strategy.

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Following the Trend

In a bear market they all go down. You may also like. Expect to have great returns in bull markets and aim to make your strategy lose as little as possible in bear markets. Suddenly all those stocks that were doing so nicely all fall down hard at the same time. Aug 19, Terry Kim rated it it was amazing. Yet, it is possible to replicate their trading performance with relatively simplistic models.


Only one instrument, holding for 1 day, 3 Curve fitted, to realize past performance is unreal due to diminishing returns. It breaks down in fine detail on the core principles of Diversified Trend Following.

Published December 21st by Wiley first published November 5th Many books are written about them but none explain their strategies in such detail as to enable the reader to emulate their success and create their own trend following trading business, until now.

Diversification becomes much less important.

I can assure you that real hedge funds are a little more sophisticated and are fully aware of the special situation in stocks.

But complete in the sense of also addressing position sizing, psychological aspects and much of the practical minutiae. The operative word here being ‘standard’.

Steven Resman rated it really liked it Feb 25, Modelling strategies on equities properly require total return series and dividends details. Return to Book Fllowing. In one particularly innovative chapter, Clenow creates close replications of some of the best and largest trendfollowing funds by combining his set of simple, non-optimized rules with variations in portfolio composition and volatility level.

WileyTrading: Following the Trend: Diversified Managed Futures Trading – Andreas F. Clenow

This argument concentrates on the position level, and on the pro side we’re just concerned with portfolio tollowing results. Andreas is a real professional in the manged funds world and knows what he is talking about.

Management Techniques Hardbacks Books in Russian. Sriram rated it liked it Aug 31, Grounded in verifiable evidence. Hard work, quantitative modelling, research and pragmatism will get you to your goal. Management Techniques Hardbacks Books in English. Probably the most complete book on futures trading I’ve read. This book is not yet featured on Listopia. Peter Lavetsky rated it it was amazing Jan 25, Some models that I’ve been using for many years produce very attractive returns on single stocks.


Unlike so many other books, this doesn’t leave you with a sense of some further secr Probably the most complete book on futures trading I’ve read.

Want to Read Currently Reading Read. Zhe rated it it was amazing Jun 08, This is, of course, for demonstration of concept only because I’m not comparing risk adjusted returns, but in any case thee shows how dumb are moving average based strategies that are holding countless assets all the time when higher returns can be generated only, let’s say, 3 days in a month: Follow the trend is your friend. Jay rated it really liked it Apr 20, These traders are highly secretive about their proprietary trading algorithms and often employ top PhDs in their research teams.


Applying classic trend following models to stocks is very dangerous. It’s not just a clever rebranding, it’s really a very different game.