Publié en mars 2021

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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.

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.

Kathryn Kaminski d’AlphaSimplex, l’une des « Femmes emblématiques du secteur de la gestion d’actifs »

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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.

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