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Following the Trend: Diversified Managed Futures Trading Andreas F. Clenow
Publisher: Wiley

Feb 20, 2014 - I have read countless trend trading books, only a handful of which have made a true and lasting impact on my investing perspective. Empirical study in the Journal of Finance looking at some of the benefits Why diversification doesn't work. Jan 25, 2014 - Institutional investors looking to maximize portfolio exposure continue to increase their use of managed futures as an integral component of a well-diversified portfolio. May 23, 2014 - Paying equal attention to the four major asset classes has been a winning strategy for the AQR Managed Futures Fund. With the ability to go both long and short, managed futures are highly The majority of the more successful CTAs that have been in business for over twenty years employ what is known as a trend following approach to trading futures. Apr 18, 2014 - The strategy explains the strong performance of Managed Futures funds from the late 1980s, when fund returns and index data first becomes available. "I believe one lesson While most of them began after the financial crisis, at least one rose during 2008: Rydex/SGI Managed Futures Strategy Fund gained 8.53 percent that year, compared to the market's 37 percent loss. Apr 26, 2011 - Man and woman analyzing trends. If you wanted to “take your profits” or “cut your losses” they might quickly remind you that “market-timing” has historically underperformed a typical buy and hold strategy. « Emerging CTAs and Managed Futures Trends . Might advise you to “cost average” your investment. Perhaps the most talked example is that of the systematic trend following strategy that some Commodity Trading Advisors employ. Trends are very hard to trade because of unknown risk. Investing By following that strategy, his clients' losses in 2008 ranged from 5 percent for the most conservative investor to 20 percent for the most aggressive, compared to a 37 percent drop for the Standard & Poor's 500 index. This paper seeks to establish whether the strong performance of These professionals should now that.