Kathryn Kaminski, AlphaSimplex - When You’re A Systematic Investor, Your Process Makes The Decision | #310

The Meb Faber Show - Better Investing

The Idea Farm

Business, Investing, Management

4.7 • 938 Ratings

🗓️ 12 May 2021

⏱️ 57 minutes

🔗️ Recording | iTunes | RSS

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Summary

In episode 310, we welcome our guest, Kathryn Kaminski, Chief Research Strategist at AlphaSimplex, where she’s also the co-portfolio manager for the firm’s Managed Futures Strategy. In today’s episode, we’re talking all about trend following and managed futures. You may have heard the phrase “crisis alpha” before, and Kathryn is the person who coined that phrase. We start with hearing what it was like for her to study at MIT under the legendary Andrew Lo. Then she explains why trend following works during a crisis and uses last year as an example. As we wind down, Kathryn explains some misconceptions about trend following and talks about why it’s so important to have a process driven investment approach. All this and more in episode 310 with AlphaSimplex’s Kathryn Kaminski. --- This episode is sponsored by Masterworks. Masterworks is opening the doors to top-tier, blue-chip art investments to everyone. Use Promo Code “MEB” to skip their 15,000 person wait list. Learn more about your ad choices. Visit megaphone.fm/adchoices

Transcript

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0:00.0	Welcome to the Medfavor Show, where the focus is on helping you grow and preserve your wealth.
0:11.0	Join us as we discuss the craft of investing and
0:13.5	uncover new and profitable ideas all to help you grow wealthier and wiser.
0:17.2	Better investing starts here.
0:18.8	Matt Faber is the co-founder and chief investment officer at Cambria Investment Management.
0:23.3	Did it industry regulations, he will not discuss any of Cambria's funds on this podcast.
0:27.2	All opinions expressed by podcast participants are solely their own opinions and do not reflect the opinion
0:31.1	of Cambria Investment or its affiliates. For more information opinion of Cambria Investment Management or its affiliates.
0:33.4	For more information, visit Cambria Investments.com.
0:35.6	What's up everybody? We have an awesome show for you today our guest is the chief research
0:44.3	strategist at Alpha Simplex where she's also the co portfolio manager for the firm's
0:49.2	managed future strategy today's episode we're talking all about trend following in managed futures.
0:56.0	You may have heard the phrase crisis alpha before and our guest is the person who coined it.
1:00.8	We start with hearing what it was like for our guest to study at MIT under the legendary Andrew Lowe.
1:06.0	Then she explains 800 years of trendfalling returns.
1:10.0	Why it works during a crisis and uses last year as an example.
1:13.9	As we wind down, she covers some misconceptions
1:16.4	about trend following and talks about why
1:18.2	it's important to have a process-driven investment approach.
1:22.2	American Farmland is disappearing at an alarming rate.
1:25.0	According to the USDA, the U.S. has lost four acres of farmland per minute since 2000.
1:31.0	That's a landmass larger than the state of Florida, lost a real estate development
	...

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