Trend Following with Managed Futures

Trend Following with Managed Futures: The Search for Crisis Alpha provides an in-depth analysis of trend following as an investment strategy, focusing on its application through managed futures funds.

The book covers the basics and advanced technical aspects of systematic trend following, including benchmarking, factor decomposition, and portfolio applications.

It is written for investors and investment managers seeking to understand and implement trend following strategies, and it is recognized for its rigorous empirical approach and extensive historical data analysis.