Kathryn Kaminski, PhD, CAIA

Kathryn Kaminski, PhD, CAIA

Kathryn M. Kaminski is a Chief Research Strategist and Portfolio Manager at AlphaSimplex Group. She is an author and specialist in systematic investing. She co-authored the book Trend Following with Managed Futures: The Search for Crisis Alpha published by Wiley Trading in 2014. Kathryn is a member of the CAIA curriculum committee in the area of Hedge Funds and Managed Futures, contributing author to the CAIA level II book in the area of Managed Futures/CTAs, and a 2011 CAIA 100 Women in Finance PAAMCO Scholar. Previously she held the position of Director, Investment Strategies at Campbell and Company where she lead a research team focused on portfolio construction and risk management. Prior to this, she was a senior investment research analyst at RPM, a CTA fund of funds. She also held the position of Deputy Managing Director of the Institute for Financial Research and affiliated faculty at the Stockholm School of Economics in the department of finance where she was voted teacher of the year in 2011/2012. She has been a senior lecturer at MIT Sloan and visiting professor at the Swedish Royal Institute of Technology (KTH) and the MIT Laboratory for Financial Research. Her work has been published in a range of industry publications as well as academic journals. In 2015, Kathryn was listed as one of the top 50 leading women in hedge funds. Kathryn holds a BS in electrical engineering from MIT and a PhD in operations research from MIT Sloan.

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Technical analysis has always been focused on the application of knowledge. In the early editions of Edwards and Magee’s Technical Analysis of Stock Trends, they focused on how to trade chart patterns. But these pioneers of the field also included a theory explaining why the pattern should work.  While applying the ideas of technical analysis is still the important consideration to practitioners, many academic researchers are working to uncover why the techniques work. In this month’s newsletter, we provide articles highlighting both the application of technical analysis and the research that technical analysis is stimulating in the academic community.  This month’s newsletter also includes a summary of Tom Dorsey’s presentation at the Annual Symposium. The Symposium truly does provide a year’s worth of ideas and we will be presenting summaries of those ideas in the months ahead. Videos of this year’s presentations and the previous four years are available at and can be viewed at anytime. As always, we welcome your feedback. Please let us know what you think of Technically Speaking, the MTA magazine, by emailing us at Sincerely, Michael Carr [post_title] => Technically Speaking, June 2015 [post_excerpt] => [post_status] => publish [comment_status] => closed [ping_status] => closed [post_password] => [post_name] => technically-speaking-june-2015 [to_ping] => [pinged] => [post_modified] => 2020-08-03 11:28:49 [post_modified_gmt] => 2020-08-03 15:28:49 [post_content_filtered] => [post_parent] => 0 [guid] => [menu_order] => 0 [post_type] => technically_speaking [post_mime_type] => [comment_count] => 0 [meta_id] => 358925 [post_id] => 44215 [meta_key] => newsletter_content_4_contributor [meta_value] => a:2:{i:0;s:5:"17502";i:1;s:5:"43171";} ) )