Crisis alpha, building systematic models and markets detached from financial theory | Kathryn Kaminski

In episode 60, Alex Proimos speaks with Kathryn Kaminski, chief research strategist, portfolio manager at AlphaSimplex (an affiliated investment manager of Natixis).

This episode discusses why market views may not be lining up with the financial theory, the detachment of the market from fundamentals, has the nature of the market changed, how to capture behavioural aspects as a systematic investor, incorporating volatile market regimes in a systematic model, feedback loops with many investors are on the same trade, being short at a time of immense Fed support and what is meant by the term crisis alpha.

Show Notes

All views expressed on this podcast are subject to change and do not necessarily reflect the views of Conexus Financial. This podcast is for educational purposes only and should not be relied upon as investment advice.

What is Market Narratives?

Market Narratives is a podcast series hosted by Investment Magazine that features unorthodox conversations with thought leaders influencing the world of fiduciary investors.

Investment Magazine is the leading publication for Australia's $3 trillion superannuation industry. It provides trusted news, analysis and editorial on the issues impacting superannuation funds, such as regulation, asset allocation, portfolio construction, governance, as they strive to secure better retirement outcomes for their members.