Trend Following with Managed Futures pdf epub mobi txt 电子书下载 2025

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ALEX GREYSERMAN, PHD, is Chief Scientist at ISAM and serves as Adjunct Professor in the Graduate Program in Mathematical Finance at Columbia University.

KATHRYN M. KAMINSKI, PHD, is the Deputy Managing Director of the Institute for Financial Research (SIFR), external market commentator for the CME Group, and affiliated faculty at the Stockholm School of Economics.

出版者:John Wiley & Sons

作者:Alex Greyserman

出品人:

页数:456

译者:

出版时间:2014-10-3

价格:GBP 60.00

装帧:Paperback

isbn号码:9781118890974

丛书系列:

图书标签:

交易
trading
金融数学
量化投资
股票
经济学
数学
鰂魚涌

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An all-inclusive guide to trend following

As more and more savvy investors move into the space, trend following has become one of the most popular investment strategies. Written for investors and investment managers, Trend Following with Managed Futures offers an insightful overview of both the basics and theoretical foundations for trend following. The book also includes in-depth coverage of more advanced technical aspects of systematic trend following. The book examines relevant topics such as: * Trend following as an alternative asset class * Benchmarking and factor decomposition * Applications for trend following in an investment portfolio * And many more

By focusing on the investor perspective, Trend Following with Managed Futures is a groundbreaking and invaluable resource for anyone interested in modern systematic trend following.

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very impressive book on trend following. There are many books related on trend following, but this one is special. Review The authors have raised the standard for discussion concerning trend following. The hedge fund industry should take note, and all strat...

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