Update from the CEO

Duncan Wilkinson, CFA, Chief Executive Officer at AlphaSimplex, shares an update on AlphaSimplex’s response to the coronavirus (COVID-19).

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Letter from the CEO

Duncan Wilkinson, CFA, Chief Executive Officer at AlphaSimplex, shares his insight into AlphaSimplex’s response to the coronavirus (COVID-19).

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Risk Variation in Trend-Following Systems

Kathryn M. Kaminski, Ph.D., Chief Research Strategist, and Ying Yang, Junior Research Scientist, describe how risk exposures are determined in trend-following systems. Additionally, they review 2019 as a case study to demonstrate how different risk...

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