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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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Managed Futures and Macro Uncertainty: Navigating the Extremes

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.

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Quantifying Turbulence in Trend Following

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.

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