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Insights

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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Can Hedge-Fund Returns Be Replicated?: The Linear Case

The study investigated the possibility of creating passive replicating portfolios or “clones” using liquid exchange-traded instruments that could provide similar risk exposures as hedge funds’ at lower cost and with greater transparency.

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The Adaptive Markets Hypothesis: Market Efficiency from an Evolutionary Perspective

One of the most influential ideas in the past 30 years is the Efficient Markets Hypothesis, the idea that market prices incorporate all information rationally and instantaneously. However, the emerging discipline of behavioral economics and...

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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 wins Systematic Leader of the YearSeptember 09, 2021
Kathryn Kaminski quoted in CNN BusinessApril 16, 2021
Kathryn Kaminski quoted in 2021 outlook by NatixisJanuary 13, 2021
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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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