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.

  • July 21, 2022
Macro Uncertainty and Managed Futures: Navigating the Extremes

Performance impact of market selloffs and rallies across asset classes and trend-following strategies is analyzed.

  • May 16, 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