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Jumping the Gates: Using Beta-Overlay Strategies to Hedge Liquidity Constraints

Drs. Andrew Lo and Alexander Healy propose a futures overlay strategy designed to hedge out or control the common factor exposures of gated assets. The study demonstrates that by taking countervailing positions in stock, bond,...

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About Us
At AlphaSimplex Group, LLC (AlphaSimplex), we strive to help investors succeed in ever-evolving markets by researching and analyzing market behavior and risk. We use these insights to create adaptive strategies that are attuned to human behaviors and changing market dynamics.
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PRESS
Kathryn Kaminski featured in Bloomberg articleFebruary 06, 2020
Kathryn Kaminski quoted in the Wall Street JournalSeptember 03, 2019
Kathryn Kaminski quoted in the Wall Street JournalJanuary 09, 2019
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No investment strategy or risk management technique can guarantee return or eliminate risk in all market environments.

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