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.
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.
- 8.1.2022: The Short on Shorting Bonds
- 1.24.2023: Themes of 2022
- 9.12.2022: Kathryn Kaminski and Yingshan Zhao featured in Investments & Wealth Monitor
- 4.3.2023: AlphaSimplex becomes affiliate of Virtus Investment Partners
- 10.20.2022: Virtus Investment Partners Announces Agreement to Add AlphaSimplex Group as an Affiliated Manager
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.