AlphaSimplex Group

What does it mean when bonds “behave badly”? Kathryn Kaminski, PhD, CAIA®️, Chief Research Strategist & Portfolio Manager, and Jiashu Sun, Research Scientist, examine the changes to correlation and volatility in bond markets and show how investors could compensate for this ongoing phenomenon in a traditional 60/40 portfolio. #VirtusAffiliate

Check out Virtus partner, AlphaSimplex Group’s Chief Research Strategist and PM, Dr. Kathryn Kaminski, PhD, CAIA, on Yahoo Finance! talking about the stability of the dollar, positive stock/bond correlations, and a pivot in short signals in fixed income tilting long. Watch: https://yhoo.it/4bHXJS9 #alts #systematic #interestrates

The Managed Futures Ecosystem: The Rise of the Managed Futures ETF The authors summarize the history of publicly traded managed futures funds to date, highlighting the evolution of category characteristics including returns, performance dispersion, fees, and transparency. They also contrast common traits between public and private funds and conclude with use cases in the small but growing managed futures ETF landscape. https://bit.ly/4bZWUo1 Authors: - Kathryn Kaminski, PhD, CAIA, AlphaSimplex Chief Research Strategist, Portfolio Manager  - Scott M. Sample, CFA, AlphaSimplex Client Portfolio Manager #Virtusaffiliate #Alts #ETF

Kathryn Kaminski, PhD, CAIA, Chief Research Strategist and Portfolio Manager at AlphaSimplex Group “concedes that she is often the ‘only woman in the room’ in what remains a male-dominated field.” Learn how one of the more prominent quants would like to see culture change. Access the Pensions & Investments article: https://bit.ly/4bFRyOy #alts #systematic #VirtusPartner

Joe Terranova meets up with Virtus partner, AlphaSimplex Group’s Alex Healy, Ph.D., to discuss the ways trend followers seek to benefit in a systematic way from their market convictions. Watch now - https://bit.ly/3Ww51V5 #AlphaSimplex #ManagedFutures #alts Joseph Terranova

Nashville native and self-professed “math geek” Kathryn Kaminski, PhD, CAIA spotlights AlphaSimplex Group’s systematic approach to trend following and where the market is going next. https://lnkd.in/et4UWSEk #alts #managedfutures WealthManagement.com

“Everyone’s looking for what could go wrong…things are looking pretty good.” --Katy Kaminski, Chief Research Strategist and PM, AlphaSimplex, on Bloomberg Radio. Listen Now - Bloomberg Daybreak Asia: Asia Market Outlook. #VirtusPartner #interestrates #alts #managedfutures #globalalternatives Kathryn Kaminski, PhD, CAIA

Four Virtus Funds have earned recognition for top performance in the 2024 LSGE Lipper Awards. Virtus AlphaSimplex Managed Futures Strategy Fund (AMFNX) for the 5-year period and (ASFYX) for the 10-year period in the Alternative Managed Futures Funds category; Virtus Duff & Phelps Global Real Estate Securities Fund (VGISX), for the 10-year period in the Global Real Estate Funds category; Virtus KAR Global Small-Cap Fund (DGSCX), for the 5-year period in the Global Small-/Mid-Cap Funds category; and Virtus Newfleet Short Duration High Income Fund (ASHSX) for the 3-year and 5-year periods in the Short High Yield Funds category. Learn more - https://ow.ly/Cjbs50QW1RE #mutualfunds #LipperAwards #investing AlphaSimplex Group, Duff & Phelps Investment Management Co., Kayne Anderson Rudnick, Newfleet Asset Management

Virtus congratulates our affiliated managers AlphaSimplex Group, Newfleet Asset Management, Kayne Anderson Rudnick, and Duff & Phelps Investment Management Co. which manage funds that have been honored as recipients of six LSEG Lipper Fund Awards U.S. 2024 for demonstrating consistent, strong risk-adjusted returns relative to their peers. Learn more - https://ow.ly/Cyco50QTIFm #mutualfunds

AlphaSimplex’s Chief Research Strategist and PM, Kathryn Kaminski, PhD, CAIA, on BSurveillance, “What’s happened in the bond market is, it looks like the market got ahead of itself”. Learn more about reinstating the bearish bet on #bonds: https://ow.ly/9UpU50QK2hq #alts #systematic #quantititative #investing #VirtusPartner Virtus Investment Partners, Bloomberg