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Crisis or Correction: Managing Expectations for Managed Futures and Crisis Alpha

Kathryn M. Kaminski, Ph.D., CAIA, Chief Research Strategist
Yingshan Zhao, Research Scientist

The authors examine the performance of trend-following strategies during crisis or correction periods over time in both equity and fixed income markets

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Beyond Bond Bias: Perspectives from a Systematic Trader

Kathryn M. Kaminski, Ph.D., CAIA, Chief Research Strategist
Yingshan Zhao, Research Scientist

The authors examine whether trend following strategies have potentially added long bond bias and the ways in which that might have happened, intentionally or unintentionally.

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The Short on Shorting Bonds


Kathryn M. Kaminski, Ph.D., CAIA, Chief Research Strategist

Jiashu Sun, Junior Research Scientist

The authors examine two common myths about shorting bonds to help clarify why, when, and how often trend followers may be shorting bonds in the future.

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