Volatility
Peak Growth, the End of US Exceptionalism, and More
Portfolio Manager Jack Janasiewicz discusses recent repositioning taken in light of the global coronavirus pandemic and presents some more thoughts on near-term market dynamics.
Using Option Strategies to Help Manage Portfolio Volatility
Learn how option strategies can help manage the volatility of equities and create a smoother ride.
A Multidimensional Volatility Environment
Despite the presence of volatility dampening forces, current average volatility is significantly higher than it was during the previous two low-vol phases.
- May 27, 2021
The Great Fiscal Experiment: What Could Be Next?
How the use of massive government stimulus may be creating new market trends and opportunities for trend-following managers is examined in this AlphaSimplex research paper.
- May 12, 2021
- Kathryn M. Kaminski
The Alternative to “There Is No Alternative”
Low-volatility strategies that combine equity market exposure with premiums from writing index options offer an alternative for risk-conscious investors.
- May 3, 2021
What, How, Why: Understanding the GameStop Frenzy
Moments of irrational exuberance provide useful reminders that markets don’t always behave in ways consistent with traditional economic theory.
It’s All Fun and GameStop, Until Someone Loses an Eye
PM Jack Janasiewicz looks at the public sentiments and market dynamics of “meme stocks” and how they might affect investors and portfolios in the near term.
Are We in a Market Bubble? Probably Not – Here’s Why
Talk of a market bubble abounds and has for some time. Rather than track headlines, investors may want to consider risk appetite and guidance from the Fed.
Managed Futures Return Dispersion: A Review
Comprehensive analysis of trend following managed futures strategies helps put volatile first quarter 2020 performance into historical context.
- December 11, 2020
- Kathryn M. Kaminski
2021 Institutional Outlook
Get seven critical insights into how institutions will tackle risks, opportunities, and challenges in an uncertain 2021.
Emotion and the 2020 Election
Systematic trading strategies can’t predict election outcomes, but short-term market trends can offer insights and opportunities for investment.
2020 Global Retirement Index
The 2020 Global Retirement Index identifies five critical risks to retirement security – recession, interest rates, public debt, climate change, and income inequality – and what they mean for the industry.
Reflections on Ten Years in Trend Following
AlphaSimplex Chief Research Strategist, portfolio manager and inventor of “crisis alpha” Kathryn Kaminski discusses how her approach can benefit investors.
September Outlook: Data Continues to Point to a Measured Recovery
While continuing public health challenges are tempering momentum, monetary and fiscal stimulus is helping maintain resilience.
Assessing Increasing COVID-19 Case Counts and Markets
Vaughan Nelson CEO and Portfolio Manager Chris Wallis shares insights on the economic recovery and near-term market risks.
Six Simple Reasons Why Yesterday’s Volatile Markets Are a Wake-Up Call for Investors Today
The 2019 Natixis Global Survey of Individual Investors reveals that investors are conflicted about risk, returns and what they can expect from their investments.
Low Volatility Equity Investing: The Gateway Strategy
With more than 40 years of experience using index options to manage equity risk, Gateway Investment Advisers offers unique insights on market volatility.
Top Concerns for Professional Fund Buyers in 2018
With the return of market volatility, professional fund buyers reveal their top concerns–and how they plan to meet their goals despite them.