Following the Trend

出版者:Wiley

作者:Andreas Clenow

页数:300

出版时间:2013-1-14

价格:USD 92.00

装帧:Hardcover

isbn号码:9781118410851

图书标签:交易趋势跟踪金融投资英文原版Finance金融技术Quant

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During bull and bear markets, there is a group of hedge funds and professional traders which have been consistently outperforming traditional investment strategies for the past 30 odd years. They have shown remarkable uncorrelated performance and in the great bear market of 2008 they had record gains. These traders are highly secretive about their proprietary trading algorithms and often employ top PhDs in their research teams. Yet, it is possible to replicate their trading performance with relatively simplistic models. These traders are trend following cross asset futures managers, also known as CTAs. Many books are written about them but none explain their strategies in such detail as to enable the reader to emulate their success and create their own trend following trading business, until now. Following the Trend explains why most hopefuls fail by focusing on the wrong things, such as buy and sell rules, and teaches the truly important parts of trend following. Trading everything from the Nasdaq index and T-bills to currency crosses, platinum and live hogs, there are large gains to be made regardless of the state of the economy or stock markets. By analysing year by year trend following performance and attribution the reader will be able to build a deep understanding of what it is like to trade futures in large scale and where the real problems and opportunities lay. Written by experienced hedge fund manager Andreas Clenow, this book provides a comprehensive insight into the strategies behind the booming trend following futures industry from the perspective of a market participant. The strategies behind the success of this industry are explained in great detail, including complete trading rules and instructions for how to replicate the performance of successful hedge funds. You are in for a potentially highly profitable roller coaster ride with this hard and honest look at the positive as well as the negative sides of trend following.

用户评价

Did not cover the most import part. But great as an introductory read.

算是技术分析入门吧，就记得讲了个均线突破和新高新低策略，但对目前异常的经济环境可能并不适用，特别是非权益类资产//据同事说是讲CTA across mkt trading strategy的，用正常人的话说就是追涨杀跌加严格止损//搞不清楚是TA还是FA或者QA的书……

经典好书，适合对期货有兴趣，有一定交易经验的朋友阅读

六星级作品！

本书中的趋势跟踪方法并不适合所有人，尤其是在执行阶段。 虽然原理和方法都很简单，但能够稳定盈利，甚至在不利的情况下坚持下来实属不易。这是为什么只有少数人能取得成功。精华是22年交易的简评以及策略表现。至少对大多数交易者有借鉴意义的，不管自己用的是哪种方法。本书中文版将在6月出版。