Listen "TTU41: Trend Following Expert Explains All ft. Kathryn Kaminski of AlphaSimplex – 1of2"
Episode Synopsis
Our next guest is different than any guest we’ve had before, as she is not a fund manager but has spent much of her life’s work researching and writing about the topic of trend following. She is a true thought leader in the managed futures industry and you’ll learn a lot from the animated discussion we have regarding the history of trend following and how she co-authored her latest book on the subject.-----50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HEREIn This Episode, You’ll Learn:About Kathryn’s upbringing in Nashville, Tennessee.About her time at MIT where she went for electrical engineering.How her internship at a bank in France got her on the path to work in the financial industry.About her teaching financial engineering with Andrew Lo.Through her teaching and research, she became interested in technical analysis and trend following.How Kathryn went to the Stockholm School of Economics.When she left academia and joined RPM in Sweden.How she met Alex Greyserman and how she came to write a book with him.The history of trend following as she lays it out in her book.How trend following at its core is quite simple.What Kathryn likes to do outside of work.Her work life balance and her life in Sweden.Her view on the building blocks of trend following.Her quest for acceptance of trend following in the academic community.Where the term Crisis Alpha came from and what it is.About Convergent and Divergent strategies.About the Adaptive Market Hypothesis that she writes about in the book.What the CTA Smile is and what it really means.What she would look for when building or critiquing a research team.-----Resources & Links Mentioned in this Episode:Kathryn’s book is: Trend Following with Managed Futures.Learn more about Andrew Lo and MIT.Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.And you can get a free copy of my latest book “Ten Reasons to Add Trend Following to Your Portfolio” here.Learn more about the Trend Barometer here.Send your questions to
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