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 quantitative, systematic 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, Portfolio Manager
Scott M. Sample, CFA®, Client Portfolio Manager
The authors summarize the history of publicly traded managed futures funds to date, highlighting the evolution of category characteristics including returns, performance dispersion, fees, and transparency. They also contrast common traits between public and private funds and conclude with use cases in the small but growing managed futures ETF landscape.
Kathryn M. Kaminski, Ph.D., CAIA®, Chief Research Strategist
Jiashu Sun, Junior Research Scientist
The authors examine key themes that affected trend followers over the course of 2023, including extreme shocks, shifts in stock/bond correlations, and variations in style factors.
Kathryn M. Kaminski, Ph.D., CAIA, Chief Research Strategist
Jiashu Sun, Junior Research Scientist
The authors examine the recent performance of bond markets, especially their correlation to stocks and their volatility, and examine the benefits of bonds as a tool to diversify equity exposure. They also explain why, in an environment where inflation is higher than it has been, the traditional 60/40 portfolio may be more incomplete than it has been historically.