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.
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.
發表於2024-11-27
Trend Following with Managed Futures 2024 pdf epub mobi 電子書 下載
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...
評分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...
評分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...
評分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...
評分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...
圖書標籤: 交易 trading 金融數學 量化投資 股票 經濟學 數學 鰂魚湧
最好的趨勢交易著作。
評分最好的趨勢交易著作。
評分最好的趨勢交易著作。
評分CTA必讀
評分最好的趨勢交易著作。
Trend Following with Managed Futures 2024 pdf epub mobi 電子書 下載