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. During bull and bear markets, there is a group of hedge funds and professional traders which have been consistently outperforming traditional investment.

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In a bull market, they all go up. Many of those stocks are in the index because they had a massive price increase. Deepanshu rated it really liked it Aug 16, My new book details how to go about constructing a robust equity momentum strategy and offers a complete methololgy for implementing it.

I do this for a living. Refresh and try again.

Standard trend models don’t. Publication Data Place of Publication. Trading everything from the Nasdaq index and T-bills to currency crosses, platinum and live hogs, there are large gains to be made regardless of the state of the economy or stock markets.

This should include, the Wiley title scclenow the specific portion of the content you wish to re-use e. Roger rated it it was amazing Oct 17, Following the Trend explains why most hopefuls fail by focusing on the wrong things, such as buy and sell rules, and teaches the truly important parts ffollowing trend following.

Classic trend following will fail on stocks. Modelling strategies on equities properly require total return series and dividends details. Most people simply ignore the difficult parts and hope for the best. If you’re willing to adapt your models and do something closer to momentum trading, you’ll do just fine. Unlike so many other books, this doesn’t leave you with a sense of some folloaing secret sauce that you’re missing out on.


They wouldn’t have been on your radar when they had those returns. 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. Wisdom from Rich Dad, Poor Dad: Although the algorithms are basic, they show what is possible for this approach. Print this page Share.

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andrras Show more Show less. Stocks are cash instruments and need to be funded. The book mainly adresses do-it-yourself hobby investors who are not afraid to do some coding and data analysis and turn into professionals.

Very good book about trend following. You can’t keep going long in a bear market and expect to gain. Peter Lavetsky rated it it was amazing Jan 25, Don’t be fooled into thinking that you’ve got more diversification with 50 stocks than tremd Trend following is a great concept but be very aware of its limitations.

Be the folowing to write a review. Written by experienced hedge fund manager Andreas Clenow, this book provides a comprehensive insight into wndreas strategies behind the booming trend following futures industry from the perspective of a market participant.

It seems as some people stop reading after such a headline, and simply go on an all out counter attack, without bothering to read or understand the rest. This argument concentrates on the position level, and on the pro side we’re just concerned with portfolio level results.

Keeping it Simple in Trend Following | Andreas Clenow

Investigate what works and how it works. This item doesn’t belong on this page. You are in for a potentially highly profitable roller coaster ride with this hard and honest look at the positive as well as the negative sides of trend following. Adapt your rules to reality and overlay satellite strategies where needed. As you’re forced to shut down positions not to blow your portfolio up, they fall back down.


The short side of the single equity game is a veritable nightmare for standard trend following models. Toggling parameters up and down won’t help. Luca rated it it was amazing Dec 14, Want to Read saving…. Many books are tren 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 folloowing, until now. Hhe dangerous to view yourself as a trend follower. It doesn’t matter whether you use breakout channels, moving averages or other indicators.

91 Keeping it Simple in Trend Following with Andreas Clenow of ACIES Asset Management

Hardcover1 Editionpages. Probably the most complete book on futures trading I’ve read. Skip to main content. Ajusal Sugathan rated it it was amazing May 14, Where most trend following books speak in general terms about how a strategy like this works, this book walks you through all the steps clehow pitfalls of developing and living through a trend based futures strategy.

Curve fitted, to realize past performance is unreal due to diminishing returns. Yet, it is possible to replicate their trading performance with relatively simplistic models.

Trebd an OverDrive account, you can save your favorite libraries for at-a-glance information about availability. Build a ranking methodology to pick the best stocks.