They say every crisis is also an opportunity, and some trend-following investment strategies are proving that true by reaping strong returns amid the chaos in markets triggered by the Covid-19 pandemic. AlphaSimplex Group’s Managed Futures Strategy Fund is up more than 7% in 2020, reaping what the firm’s chief research strategist Kathryn Kaminski refers to as “crisis alpha.” Kaminski discusses how trend following works and how the firm’s strategy saw the crisis brewing in other markets before it sent equities into a tailspin.

Mentioned in this podcast:

Crisis or Correction? A Quant’s View of the Coronavirus

 Don’t Feel Too Relieved by the Bounce Back in Stocks

 Wall Street’s Bulls Drive Epic Market Split From Grim Reality

 The Average U.S. Stock Is Catching None of That Megacap Magic

They say every crisis is also an opportunity, and some trend-following investment strategies are proving that true by reaping strong returns amid the chaos in markets triggered by the Covid-19 pandemic. AlphaSimplex Group’s Managed Futures Strategy Fund is up more than 7% in 2020, reaping what the firm’s chief research strategist Kathryn Kaminski refers to as “crisis alpha.” Kaminski discusses how trend following works and how the firm’s strategy saw the crisis brewing in other markets before it sent equities into a tailspin.Mentioned in this podcast:<a href="https://www.alphasimplex.com/insight/crisis-or-correction-a-quants-view-of-the-coronavirus/">Crisis or Correction? A Quant’s View of the Coronavirus</a><a href="https://www.bloomberg.com/news/articles/2020-04-14/don-t-feel-too-relieved-by-the-bounce-back-in-stocks"> Don’t Feel Too Relieved by the Bounce Back in Stocks</a><a href="https://www.bloomberg.com/news/articles/2020-04-15/all-the-views-of-how-the-stock-market-lost-its-grip-on-reality"> Wall Street’s Bulls Drive Epic Market Split From Grim Reality</a><a href="https://www.bloomberg.com/news/articles/2020-04-14/the-average-u-s-stock-is-catching-none-of-that-megacap-magic"> The Average U.S. Stock Is Catching None of That Megacap Magic</a>

Hosts Mike Regan and Vildana Hajric are joined each week by expert guests to discuss the main themes influencing global markets. They explore everything from stocks to bonds to currencies and commodities, and how each asset class affects trading in the others. Whether you’re a financial professional or just a curious retirement saver, What Goes Up keeps you apprised of the latest buzz on Wall Street and what the wildest movements in markets will mean for your investments.

Hosts Mike Regan and Vildana Hajric are joined each week by expert guests to discuss the main themes influencing global markets.

What Goes Up

Harvesting 'Crisis Alpha’

https://api.omny.fm/orgs/e73c998e-6e60-432f-8610-ae210140c5b1/clips/204e907c-84ae-4b5e-a3c3-ae3c003357ea/transcript

Advertisement