From the Inside Flap
“Andreas F. Clenow has written a very unique book that provides a rare insight into how an actual CTA hedge fund manager trades. Backing up all his claims with hard research, he cuts right to the point and educates the reader about how the real value of trend-following futures trading is achieved and how to replicate the success of the major hedge funds. A must read and an essential part of any serious trader’s library!”
Carl Gyllenram, CEO, Ability Asset Management/Author of Trading with Crowd Psychology
“Following the Trend truly captures what it is to be a systematic manager day in and day out. It is a must read for someone with ambitions to create his own systematic fund; highly recommended for everyone who is planning to invest in or understand the intricacies of systematic strategies.”
Sanjiv Kumar, Principal, Fort LP.
“In this excellent work, Andreas has shed light on some very important and previously undocumented aspects of trend following. This book should be of great interest to Managed Futures managers and investors alike.”
Nigol Koulajian, Founder, Quest Partners, LLC
“This is a must-read for anyone involved in trading markets. The thoughtful analysis of how models work and fail will help anyone interested in trading futures. This book adds to the short list of intelligent analysis available for investors to beat the market.”
Robert Savage, CEO, Track.com
“If you want to trade professionally by managing other people’s money, then this is one of the first books I recommend that you read.”
Van K. Tharp, Ph.D., Author, Trade Your Way to Financial Freedom, Supertrader and The Definitive Guide to Position Sizing Strategies.
“Trend following is the largest sub-category of managed futures, driven by the market environment of price persistence. Andreas has taken a complicated topic and provided an insightful viewpoint.”
Mark H. Melin, Author, High-Performance Managed Futures/Editor, Opalesque Futures Intelligence
“A no- nonsense view into the real world of trend following and how it can be done.”
Kathryn M. Kaminski, PhD, CIO and Founder, Alpha K Capital
From the Back Cover
“Andreas F. Clenow has written a very unique book that provides a rare insight into how an actual CTA hedge fund manager trades. Backing up all his claims with hard research, he cuts right to the point and educates the reader about how the real value of trend-following futures trading is achieved and how to replicate the success of the major hedge funds. A must read and an essential part of any serious trader’s library!”
Carl Gyllenram, CEO, Ability Asset Management/Author of Trading with Crowd Psychology
“Following the Trend truly captures what it is to be a systematic manager day in and day out. It is a must read for someone with ambitions to create his own systematic fund; highly recommended for everyone who is planning to invest in or understand the intricacies of systematic strategies.”
Sanjiv Kumar, Principal, Fort LP.
“In this excellent work, Andreas has shed light on some very important and previously undocumented aspects of trend following. This book should be of great interest to Managed Futures managers and investors alike.”
Nigol Koulajian, Founder, Quest Partners, LLC
“This is a must-read for anyone involved in trading markets. The thoughtful analysis of how models work and fail will help anyone interested in trading futures. This book adds to the short list of intelligent analysis available for investors to beat the market.”
Robert Savage, CEO, Track.com
“If you want to trade professionally by managing other people’s money, then this is one of the first books I recommend that you read.”
Van K. Tharp, Ph.D., Author, Trade Your Way to Financial Freedom, Supertrader and The Definitive Guide to Position Sizing Strategies.
“Trend following is the largest sub-category of managed futures, driven by the market environment of price persistence. Andreas has taken a complicated topic and provided an insightful viewpoint.”
Mark H. Melin, Author, High-Performance Managed Futures/Editor, Opalesque Futures Intelligence
“A no- nonsense view into the real world of trend following and how it can be done.”
Kathryn M. Kaminski, PhD, CIO and Founder, Alpha K Capital
About the Author
Andreas F. Clenow CMT, is a principal at ACIES Asset Management with headquarters in Zurich, Switzerland, which he joined after having successfully established his own hedge fund. He specialises in developing and trading quantitative strategies across all asset classes. Prior to his role as a hedge fund manager he had a lightning career with Reuters, where he, as Global Head of Equity and Commodity Quant Modelling, was one of the youngest ever in such a role. He was also the Global Head of Institutional Charting and Technical Analysis for Equis International before departing for the hedge fund world.