Greyserman A., Kaminski K. Trend Following with Managed Futures: The Search for Crisis Alpha

Wiley, 2014. — 340 p.As more and more savvy investors move into the space, trend following has become one of the most popular investment strategies. Written for investors and investment managers, Trend Following with Managed Futures offers an insightful overview of both the basics and theoretical foundations for trend following. The book also includes in-depth coverage of more advanced technical aspects of systematic trend following.