Watch
Managed Futures and Market Stress

AlphaSimplex’s Katy Kaminski discusses crisis alpha, why trend-following strategies generated positive returns in 1H, and trends to watch in 2H 2022.

Quantifying Turbulence in Trend Following

The authors examine historical periods of high turbulence and classify their driving forces to gain a better understanding of these extreme events.

Eyeing Private Markets for Alpha and Diversifying Factors

Institutions are finding ways not available in public markets to fortify portfolios, including private equity, real asset debt and infrastructure.

  • September 19, 2019