TTU41: Trend Following Expert Explains All ft. Kathryn Kaminski of AlphaSimplex – 1of2
Top Traders Unplugged
Niels Kaastrup-Larsen
4.8 • 670 Ratings
🗓️ 3 November 2014
⏱️ 68 minutes
🧾️ Download transcript
Summary
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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And you can get a free copy of my latest book “Ten Reasons to Add Trend Following to Your Portfolio” here.
Learn more about the Trend Barometer here.
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Transcript
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| 0:00.0 | I'm very friendly and very approachable person, but I actually used to play college hockey. |
| 0:09.0 | So women's eye hockey. |
| 0:12.0 | So whenever I'm in a tough situation and I've got that smile on my face, I just think about, |
| 0:18.0 | Katie, put the helmet on. |
| 0:20.0 | So I tell myself to put my hockey helmet on and So I tell myself to put my hockey helmet on, |
| 0:22.6 | and then I sort of get in that zone. |
| 0:26.6 | I played hockey in college as a previous figure skater. |
| 0:31.6 | So I'm very eloquent, but I love that, you know, |
| 0:34.6 | sort of be, I have a tough edge to me as well. So that's what most people don't know. |
| 0:41.2 | So sometimes we meet people who appear to us in one way, but once we get to know them, |
| 0:47.1 | they are in fact very different. |
| 0:49.5 | Someone who, when allowed goes into their creative cave, spending months, if not years, pursuing their |
| 0:57.0 | quest only to emerge with the work of genius that may change the way the world perceives |
| 1:03.7 | a particular subject. Well, that is what we're talking about in today's episode of top |
| 1:10.0 | traders unblocked. Imagine spending an hour with the world's greatest traders. is what we're talking about in today's episode of Top Traders Unplugged. |
| 1:11.6 | Imagine spending an hour with the world's greatest traders. |
| 1:15.4 | Imagine learning from their experiences, their successes, and their failures. |
| 1:19.8 | Imagine no more. |
| 1:21.6 | Welcome to Top Traders Unplugged, the place where you can learn from the best hedge fund |
| 1:26.2 | managers in the world so you can take your manager due diligence or investment career to the next level here's your host veteran hedge fund manager Niels Kastrop Larson Welcome to Top Traders on Plot, where my goal is to give you the clarity, confidence and courage, |
| 1:52.1 | you need to invest like or invest with what are the top traders in the world. |
| 1:58.2 | It is the stories that you never get to hear set out as the most honest and |
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