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

Following the Trend: Diversified Managed Futures Trading



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Following the Trend: Diversified Managed Futures Trading Andreas F. Clenow ebook
Format: pdf
ISBN: 9781118410851
Page: 300
Publisher: Wiley


Apr 25, 2011 - Unlike long-only commodity index trackers, managed futures are just that—alpha-seeking accounts run by Commodity Trading Advisors (CTAs) who are free to buy or sell short futures on a discretionary basis. Jan 23, 2014 - The money we have made in the stock market was made through following the chart and the trend not from some prediction or opinion. Jul 18, 2012 - On Monday I wrote about managed futures, a strategy that can add a layer of diversification to a traditional portfolio of stocks and bonds. Tim Pickering, president of TP: The general thesis of managed futures is trend following. We're looking to capture trends by going We are probably right 40% of the time, and wrong 60% of the time, but the concept is that the average winning trade pays three units of capital, and the average loss is one unit. Fund, managing around $24B in Assets. Feb 5, 2013 - That ideal place to begin developing a system or strategy, especially for those that are new to trading and investing, is to follow a trend. Valid points, but I think one of the main aspect of trend following is profiting from diversification and I dont know of many instruments that allow you to get access to so many markets - hence why trend followers, in their majority, use futures. Oct 19, 2012 - The key feature of Managed Futures is their active management strategies, which generally (though not always as CME points out) follow price trends in the market. Diversification is the one true "Free Lunch" of investing, and managed futures provide some of the best portfolio diversification opportunities. When prices are going up, the strategies invest long and if prices are going down, . Managed Direxion Commodity Trends Strat Inv (DXCTX) tracks the Alpha Financial Technologies Commodity Trends Indicator, a momentum-following mechanism that allocates short and long exposures over a diversified spectrum of futures. €�If you diversify, go with the trend, and manage your risk, then it just has to work. Jan 28, 2010 - AQR Hedge Fund moving into Trend Following Trading. Lately, they have been making noise about their moving into the Managed Futures space (a.k.a.