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
Adaptive Strategies for Evolving Markets
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
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.
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.