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.
You are now leaving AlphaSimplex’s website and are being connected to a third-party website.
Since the firm’s founding in 1999, AlphaSimplex has developed systematic, quantitative alternative investment strategies that are attuned to changing market dynamics. We strive to help our investors meet their long-term goals in ever-evolving markets by analyzing market behavior and risk.
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.
Kathryn M. Kaminski, Ph.D., CAIA, Chief Research Strategist
Ying Yang, Research Scientist
The authors consider historical periods of high and low macro uncertainty for different asset classes, as well as for trend-following strategies.
Kathryn M. Kaminski, Ph.D., CAIA, Chief Research Strategist
Yingshan Zhao, Junior Research Scientist
The authors consider a quantitative method for measuring the amount of turbulence an investor may experience with trend following.