The simplest hedge fund strategy (it works) скачать в хорошем качестве

The simplest hedge fund strategy (it works)

For more information about Alpha Architect ETFs go to funds.alphaarchitect.com. Pine Distributors, LLC, distributor. What if one of the most powerful hedge fund strategies was also one of the simplest to understand? In this video, we explore how trend following works, why it has historically exhibited low correlation to stocks and bonds, and why it often performs well during periods of market stress. To help unpack the strategy, we speak with Dr. Katy Kaminski, Chief Research Strategist and Portfolio Manager at AlphaSimplex and co-author of "Trend Following with Managed Futures: The Search for Crisis Alpha". She explains how systematic trend strategies operate, why they may benefit from large macroeconomic shifts, and how investors might think about incorporating them into a diversified portfolio. Timestamps 00:00 - When diversification stopped working 01:25 - An accessible (and effective) diversifier 03:08 - What is trend following? (w/ Dr. Kathryn Kaminski) 05:46 - Adaptive Markets (w/ Andrew Lo) 07:48 - But trend following has underperformed... 10:19 - How to allocate to trend following Sources: Alex Greyserman and Kathryn Kaminski, Trend Following with Managed Futures: The Search for Crisis Alpha (Hoboken, NJ: John Wiley & Sons, 2014). Kaminski, Kathryn M., and Shihong Wen. Market Cycles and Managed Futures Drawdowns: An Empirical Analysis of Managed Futures Drawdown and Recovery Periods. AlphaSimplex Group, June 2025. Music licenses: MB01MAPVHG8ROR9 MB01SNSQ5RN1R8W MB01WUIWORRTZCF MB01NXJ6BBEYU6D MB01IT7XYWJL6HV Subscribe for more insights on diversification, market trends, and smart investing strategies! Disclosures: https://www.alphaarchitect.com/disclo...