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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CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.