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Themes of 2023

Kathryn M. Kaminski, Ph.D., CAIA®, Chief Research Strategist
Jiashu Sun, Junior Research Scientist

The authors examine key themes that affected trend followers over the course of 2023, including extreme shocks, shifts in stock/bond correlations, and variations in style factors.

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From Bears to Bulls? A trend-follower’s perspective on the U.S. yield curve


Kathryn M. Kaminski, Ph.D.,CAIA, Chief Research Strategist

Yingshan Zhao, CFA, Research Scientist

The authors examine how trend followers have moved in fixed-income markets during the recent period and what we might expect going forward from the perspective of a trend follower.

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Crisis or Correction: Managing Expectations for Managed Futures and Crisis Alpha

Kathryn M. Kaminski, Ph.D., CAIA, Chief Research Strategist
Yingshan Zhao, Research Scientist

The authors examine the performance of trend-following strategies during crisis or correction periods over time in both equity and fixed income markets

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