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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
AlphaSimplex Group, LLC (AlphaSimplex) is an investment management firm that strives to help our investors meet their long-term goals in ever-evolving markets by analyzing market behavior and risk. We combine these insights and the expertise of our research team to create adaptive strategies that are attuned to changing market dynamics. AlphaSimplex’s investment philosophy is based on the Adaptive Markets Hypothesis, an innovative theory of market behavior.
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PRESS
Virtus Investment Partners Announces Agreement to Add AlphaSimplex Group as an Affiliated ManagerOctober 20, 2022
Kathryn Kaminski and Yingshan Zhao featured in Investments & Wealth MonitorSeptember 12, 2022
Kathryn Kaminski wins Systematic Leader of the YearSeptember 09, 2021
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Boston, MA 02109

Phone: +1 (617) 475-7100

E-mail: clientservices@alphasimplex.com

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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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