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

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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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.