Markets in Motion: The Return of Trend

Kathryn M. Kaminski, Ph.D. describes the return of momentum in fixed income trades during the first months of 2019. This is in contrast to 2018, which was more difficult period for trend-following strategies. Through August...

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CTA Style Evolution

Kathryn M. Kaminski, Ph.D. and Robert W. Sinnott describe CTA styles across time and across managers. This approach allows us to document key themes in the CTA space: trading speeds, style tilts, and asset class...

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From the CEO: 2016 Commentary

Duncan Wilkinson, CFA, Chief Executive Officer at AlphaSimplex, shares his insight on major events that impacted the markets in 2016, including the U.S. presidential election.

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