TTU41: Trend Following Expert Explains All ft. Kathryn Kaminski of AlphaSimplex – 1of2

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.

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50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE

In 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.

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Resources & Links Mentioned in this Episode:

• Kathryn’s book is: Trend Following with Managed Futures.
• Learn more about Andrew Lo and MIT.

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