By Alpha Architect. Originally published at ValueWalk.
Here is a link to our podcast on Behind the Markets
Wes and Jeremy chat with Katy Kaminski, Visiting Lecturer in Finance at the MIT Sloan School of Management and co-author of the book, “Trend Following with Managed Futures: The Search for Crisis Alpha.” They discuss trend following and managed futures. Katy also delves into going long and short based on the direction of the market and discusses crisis alpha.
Get The Timeless Reading eBook in PDF
Get the entire 10-part series on Timeless Reading in PDF. Save it to your desktop, read it on your tablet, or email to your colleagues.
Check out our H2 hedge fund letters here.
You can listen to the podcast below:
- The views and opinions expressed herein are those of the author and do not necessarily reflect the views of Alpha Architect, its affiliates or its employees. Our full disclosures are available here. Definitions of common statistics used in our analysis are available here (towards the bottom).
- Join thousands of other readers and subscribe to our blog.
- This site provides NO information on our value ETFs or our momentum ETFs. Please refer to this site.
The post “Podcast: Managed Futures and Trend-Following with Dr. Kaminski” appeared first on Alpha Architect.
An all-inclusive guide to trend following
- Trend following as an alternative asset class
- Benchmarking and factor decomposition
- Applications for trend following in an investment portfolio
- And many more
By focusing on the investor perspective, Trend Following with Managed Futures is a groundbreaking and invaluable resource for anyone interested in modern systematic trend following.
The post Podcast: Managed Futures And Trend-Following With Dr. Kaminski appeared first on ValueWalk.
Sign up for ValueWalk’s free newsletter here.
