Trend Following with Managed Futures pdf epub mobi txt 电子书下载 2024

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Alex Greyserman

John Wiley & Sons

2014-10-3

456

GBP 60.00

Paperback

9781118890974

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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发表于2024-06-24

Trend Following with Managed Futures epub 下载 mobi 下载 pdf 下载 txt 电子书下载 2024

Trend Following with Managed Futures pdf epub mobi txt 电子书下载 2024

图书描述

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.

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

著者简介

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.

图书目录

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

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用户评价

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CTA必读

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最好的趋势交易著作。

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CTA必读

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读后感

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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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