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.

Video Archive Contributions
April 8, 2016
2016 Annual Symposium: Day 2 - Kathryn Kaminsky, CAIA
Presenter(s): Kathryn Kaminski, PhD, CAIA