Editorial Reviews. Review. “Following the Trend is an absolute must read for anyone with an Follow the Author. Andreas Clenow. + Follow. Andreas F. Clenow. ISBN: pages. January Following the Trend: Diversified Managed Futures Trading () cover. Andreas Clenow. · Rating details · ratings · 10 reviews. During bull and bear markets, there is a group of hedge funds and professional traders which.

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January 29, Articles 4 Comments 34, Views.

Hard work, quantitative modelling, research and pragmatism will get you to your goal. Books by Andreas Clenow. Andreas is a real professional in the manged funds world and knows what he is talking about. Suddenly clenoa those stocks that anddreas doing so nicely all fall down hard at the same time. Open Preview See a Problem? Applying standard trend following models on single stocks is dumb. It is a long established fact that a reasonably well behaved chimp throwing darts at a list of stocks can outperform most professional asset managers.

Some models that I’ve been using for many years produce foolowing attractive returns on single stocks. 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.

Momentum strategies provide a solution and a much higher success probability than trend following. January 4, Articles 8 Comments 28, Views.

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Trend Following Doesn’t Work For Stocks

Peter Lavetsky rated it it was amazing Jan 25, They wouldn’t have been on your radar when they had those returns. Inside the Black Box: People who say that you should apply standard trend models on stocks also tend to be the people who lacks experience with professional trading or quant modeling but don’t let that stop them from selling defunct trading system to unsuspecting retail traders at a few thousand bucks a pop. Well written and easy to understand.

The book is at the same time gollowing and easy to read. How do I know that standard trend following does not work on stocks?

Following the Trend: Diversified Managed Futures Trading – Andreas F. Clenow – Google Books

July 6, Premium 3 Comments 4, Views. After all, I do employ quantitative models based on trend following logic on single stocks in folpowing large scale myself in my business. 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.

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.

Yet, it is possible to replicate their trading performance with relatively simplistic models. It breaks down in fine detail on the core principles of Diversified Trend Following. That can be ok, but if you’re under the delusion that you’re a great stock picker for buying high beta stocks in a bull market, you’re in for a nasty surprise when the bull leaves the field.

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Zhe rated it it was adreas Jun 08, Aaron rated it it was amazing May 15, Want to Read saving…. 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.

Following the Trend explains why most hopefuls fail by folowing on the wrong things, such as buy and sell rules, and teaches the truly important parts of trend following.

Following the Trend: Diversified Managed Futures Trading

Trade fewer stocks with larger positions. Religious dogma about a trading methodology is not helping anyone but anndreas salesmen. Counter intuitive isn’t it? Well, I’m guessing they’re no longer reading, so let’s get down to the real deal. Trend following on futures is quite easy in comparison. The potential for survivorship bias in single stock strategies is massive.