Episode #310: Kathryn Kaminski, AlphaSimplex, “When You’re A Systematic Investor, Your Process Makes The Decision”
Guest: As Chief Research Strategist at AlphaSimplex, Dr. Kathryn Kaminski conducts applied research, leads strategic research initiatives, focuses on portfolio construction and risk management, and engages in product development. Dr. Kaminski is a member of the Investment Committee. She also serves as a co-portfolio manager for the AlphaSimplex Managed Futures Strategy. Dr. Kaminski co-authored the book Trend Following with Managed Futures: The Search for Crisis Alpha (2014). Kaminski has taught at the MIT Sloan School of Management, the Stockholm School of Economics and the Swedish Royal Institute of Technology, KTH. Dr. Kaminski earned a S.B. in Electrical Engineering and Ph.D. in Operations Research from MIT.