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.
- 8.23.2023: Crisis or Correction: Managing Expectations for Managed Futures and Crisis Alpha
- 6.7.2023: Beyond Bond Bias: Perspectives from a Systematic Trader
- 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
- 1.24.2023: Themes of 2022
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.