Menu

Published in March 2021

Related Articles

Reflections on Ten Years in Trend Following

Kathryn M. Kaminski from Alpha Simplex looks back on her personal journey in the quest for “crisis alpha”, a research concept she created ten years ago.

Watch
What Is Crisis Alpha? How Do Some Managed Futures Strategies Pursue It?

Persistent cross-asset trends during periods of market stress, crisis alpha and the strategic role of managed futures are explained.

Kaminski of AlphaSimplex a “Top woman in Asset Management”

  • June 12, 2019
Markets in Motion: The Return of Trend

Fundamental investors tend to be skeptical of price-based strategies, because they generally believe that markets are efficient. Yet, during certain scenarios, markets move in unexpected directions temporarily exhibiting price momentum.

  • January 7, 2020