Trend Following with Managed Futures

  • 16 Jul 2014
  • By Kathryn Kaminski and Alex Greyserman

Chapter 1: Historical Perspectives

A preview of a soon-to-be-released book about trend following and analyzing CTA returns in an understandable framework. This book provides valuable insight into the nature of trend following through examples. It brings academic rigor to the evaluation of CTA strategies.

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Disclaimer: This information was obtained from sources believed to be reliable, but we do not guarantee its accuracy. Neither the information nor any opinion expressed therein constitutes a solicitation of the purchase or sale of any futures or options contracts.

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