In 2014, Alex Greyserman and Kathryn Kaminski published a book entitled Trend Following with Managed Futures. This presentation will cover core topics from this book including: A tale of trend following throughout the ages, convergent vs. divergent, modern day trend following, and CTA style analysis.
Dr. Kaminski joined Campbell & Company in January 2015 and currently holds the position of Director of Investment Strategies. She recently co-authored the book Trend Following with Managed Futures: The Search for Crisis Alpha published by Wiley Trading in 2014. Previously she 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. She has been a senior lecturer at MIT Sloan and visiting professor at the Swedish Royal Institute of Technology (KTH).
Dr. Kaminski has been an external market commentator for the CME Group since 2011. Her work has been published in a range of industry publications as well as academic journals. She was a senior investment research analyst at RPM (from 2008 to 2012), a CTA fund of funds. Dr. Kaminski holds a BS in Electrical Engineering from MIT (2001) and a PhD in Operations Research from MIT Sloan (2007). She also holds the CAIA designation as a 100 Women in Hedge Funds PAAMCO CAIA Scholar.