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Trend following with managed futures the search for crisis alpha By Alex Greyserman, Kathryn Kaminski
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Trend Following with Managed Futures: The Search for Crisis Alpha

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About the Author

Alex Greyserman is a member of the ISAM Systematic Trend Investment Committee. He has worked with Larry Hite since 1989, initially as research director at Mint Investment Management Co. (“Mint”), responsible for research and development of trading strategies and overall portfolio risk management. Greyserman co-authored, Trend Following with Managed Futures: The Search for Crisis Alpha.”