AlphaSimplex Quant Explains What’s Behind Fund’s 38% Gain: Q&A
- ‘The short-bond trade has more legs to run,’ Kaminski says
- Issues driving inflation have yet to be solved, she adds
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Selling bonds short — a trade that hadn’t worked consistently for decades — has helped fuel a 38% gain so far this year for the AlphaSimplex Managed Futures Strategy Fund.
And the trade looks like it has further to go, according to Kathryn Kaminski, chief research strategist at AlphaSimplex Group and co-manager of the managed-futures fund. She joined the “What Goes Up” podcast to discuss this and other trades that have made trend following in futures markets such a lucrative strategy this year. Below are condensed and lightly edited highlights of the conversation. Click here to listen to the entire episode, and subscribe on Apple Podcasts or wherever you listen.