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Following the Trend: Diversified Managed Futures Trading by Andreas F. Clenow

Following the Trend: Diversified Managed Futures Trading Andreas F. Clenow ebook
ISBN: 9781118410851
Format: pdf
Publisher: Wiley
Page: 300

Tim Pickering, president of TP: The general thesis of managed futures is trend following. Aug 10, 2011 - The Index is diversified globally across 37 constituents, falling into the six most widely traded sectors– Commodities, Energy, Fixed Income, Foreign Exchange, Short Term Interest Rates and Equity Indices. Diversified trend followers offering individually managed futures accounts seemed to have minimums that were usually at least $1 million. Uniquely, the trend-following model used to determine the position of each constituent is flexible enough to allow a customized time-period for each constituent on a monthly basis, unlike models which are based on fixed time-periods. May 14, 2013 - Commodity investing via managed futures adds diversification and risk reduction properties to a portfolio. Dec 26, 2012 - Following the Trend: Diversified Managed Futures Trading. One of the key tenets of modern portfolio theory is that Managed futures strategies are an alternative investment strategy that can be used best in a trending market and it doesn't matter which direction that trend is in. Feb 20, 2014 - I have read countless trend trading books, only a handful of which have made a true and lasting impact on my investing perspective. Jul 18, 2012 - On Monday I wrote about managed futures, a strategy that can add a layer of diversification to a traditional portfolio of stocks and bonds. Following the Trend: Diversified Managed Futures Trading Andreas F. Premise: Managed futures offer enhanced returns across all market conditions and reduced volatility to portfolios. Feb 16, 2011 - Often, these managers just trade options or are offering a pooled investment. We're looking to capture trends by going We are probably right 40% of the time, and wrong 60% of the time, but the concept is that the average winning trade pays three units of capital, and the average loss is one unit.