Sunday, 11 November 2012

[J274.Ebook] Fee Download Following the Trend: Diversified Managed Futures Trading, by Andreas Clenow

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Following the Trend: Diversified Managed Futures Trading, by Andreas Clenow

Following the Trend: Diversified Managed Futures Trading, by Andreas Clenow



Following the Trend: Diversified Managed Futures Trading, by Andreas Clenow

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Following the Trend: Diversified Managed Futures Trading, by Andreas Clenow

During bull and bear markets, there is a group of hedge funds and professional traders which have been consistently outperforming traditional investment strategies for the past 30 odd years. They have shown remarkable uncorrelated performance and in the great bear market of 2008 they had record gains. �These traders are highly secretive about their proprietary trading algorithms and often employ top PhDs in their research teams. Yet, it is possible to replicate their trading performance with relatively simplistic models. These traders are trend following cross asset futures managers, also known as CTAs.� 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.�
Following the Trend explains why most hopefuls fail by focusing on the wrong things, such as buy and sell rules, and teaches the truly important parts of trend following. Trading everything from the Nasdaq index and T-bills to currency crosses, platinum and lean hogs, there are large gains to be made regardless of the state of the economy or stock markets. By analysing year by year trend following performance and attribution the reader will be able to build a deep understanding of what it is like to trade futures in large scale and where the real problems and opportunities lay.
Written by experienced hedge fund manager Andreas Clenow, this book provides a comprehensive insight into the strategies behind the booming trend following futures industry from the perspective of a market participant. The strategies behind the success of this industry are explained in great detail, including complete trading rules and instructions for how to replicate the performance of successful hedge funds. You are in for a potentially highly profitable roller coaster ride with this hard and honest look at the positive as well as the negative sides of trend following.

  • Sales Rank: #296579 in Books
  • Published on: 2013-01-14
  • Original language: English
  • Number of items: 1
  • Dimensions: 9.20" h x .85" w x 6.25" l, 1.25 pounds
  • Binding: Hardcover
  • 300 pages

Review

“Following the Trend is an absolute must read for anyone with an interest in systematic trend following whether as an investor, trader, or aspiring manager. The book is at the same time comprehensive and easy to read. As someone who has designed these types of systems, it is absolutely clear to me that Clenow writes as a knowledgeable practitioner, not an armchair theoretician. I admired Clenow’s repeatedly pointing out real life difficulties and drawbacks and his refusal to use optimization or well-chosen examples as virtually all other books of this type tend to do. In short, this is a real life presentation of the subject matter. 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.”—Jack Schwager, Author of Market Wizard and Schwager on Futures series and Market Sense and Nonsense

From the Inside Flap

“Andreas Clenow has written a very unique book that provides a rare insight into how an actual CTA hedge fund manager trades. Backing up all his claims with hard research, he cuts right to the point and educates the reader about how the real value of trend-following futures trading is achieved and how to replicate the success of the major hedge funds. A must read and an essential part of any serious trader's library!”—Carl Gyllenram, CEO, Ability Asset Management / Author of Trading with Crowd Psychology�

“Following the Trend truly captures what it is to be a systematic manager day in and day out. It is a must read for someone with ambitions to create his own systematic fund; highly recommended for everyone who is planning to invest in or understand the intricacies of systematic strategies.”—Sanjiv Kumar, Principal, Fort LP.

“In this excellent work, Andreas has shed light on some very important and previously undocumented aspects of trend following.� This book should be of great interest to Managed Futures managers and investors alike.”—Nigol Koulajian, Founder, Quest Partners, LLC

“This is must read for anyone involved in trading markets.� The thoughtful analysis of how models work and fail will help anyone interested in trading futures. This book adds to the short list of intelligent analysis available for investors to beat the market.”—Robert Savage, CEO, Track.com

“If you want to trade professionally by managing other people’s money, then this is one of the first books I recommend that you read.”—Van K. Tharp, Ph.D., Author, Trade Your Way to Financial Freedom, Supertrader and The Definitive Guide to Position Sizing Strategies

“Trend following is the largest sub-category of managed futures, driven by the market environment of price persistence. �Andreas has taken a complicated topic and provided an insightful viewpoint.”—Mark H. Melin, Author, High-Performance Managed Futures / Editor, Opalesque Futures Intelligence

“A no- nonsense view into the real world of trend following and how it can be done.”—Kathryn M. Kaminski, PhD, CIO and Founder, Alpha K Capital

From the Back Cover
During bull and bear markets, there is a group of hedge funds and professional traders which have been consistently outperforming traditional investment strategies for the past 30-odd years. They have shown remarkable uncorrelated performance and in the great bear market of 2008 they had record gains. �These traders are highly secretive about their proprietary trading algorithms and often employ top PhD's in their research teams. Yet, it is possible to replicate their trading performance with relatively simplistic models. These traders are trend following cross asset futures managers, also known as CTAs.� 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.
Following the Trend explains why most fail by focusing on the wrong things, such as buy and sell rules, and teaches the truly important parts of trend following. Trading everything from the Nasdaq index and T-bills to currency crosses, platinum and lean hogs, there are large gains to be made regardless of the state of the economy or stock markets. By analysing year-by-year trend-following performance and attribution the reader will be able to build a deep understanding of what it is like to trade futures at a large scale and where the real problems and opportunities lay.
Written by experienced hedge fund manager Andreas Clenow, this book provides a comprehensive insight into the strategies behind the booming trend-following futures industry from the perspective of a market participant. The strategies behind the success of this industry are explained in great detail, including complete trading rules and instructions for how to replicate the performance of successful hedge funds.
The companion website for the book, FollowingTheTrend.com, is an information rich resource for futures traders with additional information, tools and continuous updates on the state of global trend following.

Most helpful customer reviews

61 of 64 people found the following review helpful.
This book brings trend following all together
By ASmith
The best summary of this book is in the foreword by Curtis Faith, original turtle trader. He recommends to budding trend followers that they first read Reminiscences of a Stock Operator to learn about Jesse Livermore. The original and the best. Then read Jack Schwager's Market Wizards books to learn about other successful traders and trend followers. Then, when you are truly ready to pull it all together into a coherent strategy, read Following the Trend by Andreas F Clenow.

I would personally read Trend Following by Michael Covel before this book, but that's just me. I've known about the turtle rules for a while now, and have backtested hundreds if not thousands of variations of it before reading Following the Trend. Although I am not a CTA nor am I live trading a diversified futures trend following strategy, almost every issue that I've thought about in the past is addressed in this book. Really. From what to do about contract rolls, to what markets to choose, Clenow shows that he's not just some author trying to make a buck. He's been there and done that. His thoughts and solutions only come from personal experience in trading this system. In particular there's a lot of information in here regarding running a fund. This is a book not just for the individual trader but especially for the would-be fund manager.

Before reading this book, I thought I pretty much had all the turtle/donchian channel/moving average concepts down. I didn't think there was really any knowledge that I lacked in getting the strategy up and running. I still found myself underlining a ton of this book, and realize now that I had plenty of gaps in my knowledge of diversified futures trading. This should be required reading material for anyone wanting to get into this type of strategy or business. Clenow is a pro, and I think it's rare for someone who has obvious experience in this business to share step by step what it takes to be a trend following fund.

27 of 30 people found the following review helpful.
Real deal trend following manual for pro's
By Amazon Customer
Been trading Forex since 2005 and I have read many so called books on trend following but this books knocks it out he park, even though its geared toward larger size institutional level players the historical analysis and strategies you will see professionals use here are truly an eye opener. I have not seen anyone break the data down like this and provide some simple ideas one can play with and test. I am happy to have found this work and a real professional in the industry sharing some knowledge with the small players out there. This is not a one read and your done type book its something you can study and assimilate over time. Then again its said you can publish the rules to the holy grail in the news paper, and no one would follow it. The book touches on so many things I was wondering about like money management, trend filtering, breakouts, and diversifying correctly.

24 of 27 people found the following review helpful.
I wish this book was ONLY written for me
By antonio_zeus
This is my first book review, and as the title shows - I wish this book was ONLY written for me. This is truly one of the best books I have read on trend following, risk management, backtesting and on running a managed fund.

You should be lucky enough to ever get this much information in one book - as opposed to Michael Covel's books, which lead to bits and pieces being given over time. You truly cannot compare the level of Andreas Clenow vs Michael Covel.. it is that far apart.

The in depth analysis of every year the strategy was being implemented over, clearly shows his understanding and frame of mind needed to execute such a strategy. Andreas Clenow manages money, Michael Covel has never managed money.

It's very simple and Richard Dennis said it best: "I always say that you could publish your trading rules in the newspaper and no one would follow them." The author of this book proves that with the year to year analysis in addition to the psychology needed to prepare for the kind of results trend followers REALLY experience.

I will not give more information than that.. like I said, I wish this was only written for my eyes to see.

See all 79 customer reviews...

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