Kathryn M. Kaminski, Ph.D., Chief Research Strategist, and Yingshan Zhao, Research Scientist, analyze trend-following themes from 2022, including the fixed-income trade, return dispersion across managers, and variations in CTA style factors that may explain some of that dispersion.

Kathryn M. Kaminski, Ph.D., Chief Research Strategist, and Jiashu Sun, Junior Research Scientist, examine two common myths about shorting bonds to help clarify why, when, and how often trend followers may be shorting bonds in the future.

Kathryn M. Kaminski, Ph.D., Chief Research Strategist, and Ying Yang, Research Scientist, 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., Chief Research Strategist, and Yingshan Zhao, Junior Research Scientist, consider a quantitative method for measuring the amount of turbulence an investor may experience with trend following.

Kathryn M. Kaminski, Ph.D., Chief Research Strategist, and Ying Yang, Junior Research Scientist, review trends and market themes of 2021 and consider the future of markets going into 2022.

Kathryn M. Kaminski, Ph.D., Chief Research Strategist, and Ying Yang, Junior Research Scientist, review realized risk in 2020 and the first half of 2021 and decompose realized risk into several key components.

Kathryn M. Kaminski, Ph.D., Chief Research Strategist, and Yingshan Zhao, Junior Research Scientist, review the AlphaSimplex Global Alternatives program and how multi-strategy alternatives can be used in a traditional investment portfolio.

Kathryn M. Kaminski, Ph.D., Chief Research Strategist, and Saurabh Kelkar, Junior Research Scientist, review some interesting market trends, including the potential demise of the long bond trend, a powerful reflation trade, and the shift from monetary to fiscal policy. They also review how the use of massive government stimulus, or what they term “the great fiscal experiment,” may provide new opportunities going forward.

Kathryn M. Kaminski, Ph.D., Chief Research Strategist, and H. Gray Karpel, Senior Marketing Associate, review the events surrounding GameStop (GME) shares in January 2021 and how they relate to theories of market behavior.

Kathryn M. Kaminski, Ph.D., Chief Research Strategist, and Ying Yang, Junior Research Scientist, review the concept of crowdedness and examine which crowded trades worked and which did not for trend followers in 2020.

Kathryn M. Kaminski, Ph.D., Chief Research Strategist, reviews market themes in 2020 and examines what trends emerged and worked well over the year.