AlphaSimplex Firm Overview
Key facts on AlphaSimplex Group, LLC as of March 31, 2019.
Key facts on AlphaSimplex Group, LLC as of March 31, 2019.
Kathryn M. Kaminski, Ph.D., discusses market size in futures and describes how a CTA market size factor can affect CTA performance.
Kathryn M. Kaminski, Ph.D., discusses market trends in 2018 and how they compare to other historical periods, particularly 2007-2008.
Do naïve versions of risk premia strategies offer the same level of opportunity from one year to the next? This paper discusses how risk premia strategies change over time and the ways they are being...
With the return of volatility to markets in 2018, some Managed Futures strategies have struggled. This paper discusses the counter-cyclical performance of Managed Futures strategies and the ways in which these strategies have re-positioned for...
Dr. Kathryn Kaminski, Chief Research Strategist and Portfolio Manager, comments on recent market events and the need to manage expectations for trend following strategies during equity market corrections.
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.
A comparison of the institutional and behavioral perspectives on why markets trend.
In the context of the hedge fund industry’s growth over the past two decades, Andrew Lo, Peter Lee, and Mila Getmansky present a selective review of recent hedge fund academic literature and updated empirical results...
What are managed futures strategies? What role can they play in a durable portfolio? This brief positioning paper examines managed futures strategies and their historical performance to address these questions.
