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

Equities stumbled badly, housing cratered and most equity-based alternative investments underperformed. Apr 1, 2011 - Managed futures increasingly are going mainstream. Feb 16, 2011 - Often, these managers just trade options or are offering a pooled investment. Feb 4, 2013 - Following the Trend: Diversified Managed Futures Trading (Wiley Trading). 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. Here's how it For many, 2008 was a wake-up year in terms of portfolio diversification. Jun 22, 2011 - Managed futures can provide portfolio diversification when used correctly, say panel members at the Innovative Alternatives Strategies Conference in Chicago. Specifically, trend-following strategies that tend to exploit market dislocations for profit, the type of dislocation that causes most other investments to lose big. Dec 26, 2012 - Following the Trend: Diversified Managed Futures Trading Andreas F. Trend followers historically have done well when stocks are down. Due in part to its deep market penetration, the growth of managed futures has risen dramatically over Most trend-following managers trade in over 30 different futures markets in all asset classes: equities, commodities, currencies, and fixed income. Mar 19, 2014 - Market Diversification: Most managers trade across dozens or even hundreds of individual futures contracts to increase diversification. 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. Jun 26, 2013 - The company is still in the process of building up a national group of “very high-touch, trend-following managed futures experts in the field” that can act as a “consultant to this specific niche of managed futures for the Then you're just outside of the traditional noise of a major money market-type city, so we can really independently apply our craft of trying to generate superior performance.” There's a lot of diversification amongst what the local economy looks like.”. Diversified trend followers offering individually managed futures accounts seemed to have minimums that were usually at least $1 million. What did perform well as an asset class was managed futures. Tim Pickering, president of TP: The general thesis of managed futures is trend following.