Following the Trend: Diversified Managed Futures Trading

Abstract

Following the Trend provides a practical and systematic guide to trend-following strategies within managed futures trading. Andreas F. Clenow explains how quantitative models can be used to identify and exploit persistent market trends across a diversified portfolio of futures markets. The book covers core concepts such as risk management, position sizing, and portfolio construction, while emphasizing disciplined, rules-based trading. In this updated second edition, Clenow refines his methodologies and incorporates new insights, offering both theoretical foundations and practical tools for traders and investors seeking to implement systematic trading strategies