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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.

  • July 21, 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.

  • March 3, 2022
A Decade of Europe Minimum Volatility Investing at Seeyond

With 10 years of investing under his belt, Seeyond’s Nicolas Just looks at what the future holds for this investment approach.

  • November 2, 2020
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