Katy Kaminski

Katy Kaminski, an expert in managed futures and trend-following strategies, joins the discussion to uncover the intricacies of replication methods in investment. She compares index and mechanical replication, revealing how they respond differently in varying market conditions. The conversation also dives into the evolving ETF landscape, assessing the new products and whether they truly qualify as CTAs. Listeners gain valuable insights into asset co-movement and its significance for effective trading strategies.

Katy Kaminski, an expert in systematic investing and trend following, dives into the divergent results of trend-following strategies. She highlights how design choices, like signal pace and portfolio tilts, impact performance outcomes. The conversation also connects current market dynamics, including the Fed's decisions and Europe's bond issues, to the intricacies of risk management. Katy emphasizes the significance of understanding return dispersion and the challenges posed by crowding in alternative markets, offering a clear perspective on evolving systematic strategies.

Katy Kaminski, an expert in trend following and managed futures, dives deep into recent research on market drawdowns and recoveries. She discusses how quick recoveries occur when markets break and the factors influencing slower rebounds. The conversation touches on copper’s significant fluctuations, China's impact on CTA returns, and the nuances between slow replication strategies versus trend-following approaches. Katy emphasizes understanding the environments trend-following needs and what signals indicate market shifts.

In this engaging discussion, Katy Kaminski, a market behavior expert and portfolio management guru, delves into the dynamics of economic disruptions and their impact on investor behavior. She examines the troubling relationship between bonds and inflation, stressing the need for a rethink of traditional investment strategies. Katy distinguishes between crises and corrections, highlights the evolving landscape of CTAs, and emphasizes the importance of process adherence in turbulent times. Tune in for insights on building resilient portfolios during market volatility!

Katy Kaminski, Chief Research Strategist at AlphaSimplex, specializes in trend-following strategies and discusses strong equity signals amid AI excitement. She shares insights on gold's rise linked to a weaker dollar and advocates for diversified, multi-asset portfolios. Joining her, Thierry Wizman, Director of Global Currencies & Interest Rate Strategy at Macquarie, analyzes the dollar's recent resilience against global uncertainties and the implications for markets, emphasizing the effects of currency volatility on multinational profits.

Katy Kaminski discusses the disconnect between equity and fixed income markets. Sheila Bair warns of the dangers of speculation and bubbles. The podcast explores the impact of higher yields and low interest rates on productivity.

Katy Kaminski, a trend-following strategies expert, discusses how changing interest rates influence investment portfolios. She highlights the adaptability of trend-following in turbulent markets and its mixed performance during crises. Katy also touches on recent developments from MIT and their implications for finance innovation. The conversation underscores the growing importance of diversifying with trend-following strategies in today’s economic landscape, particularly as traditional fixed income offers less security.

Katy Kaminski, Chief Research Strategist at AlphaSimplex, shares insights on the anticipated Federal Reserve interest-rate cuts and the current market dynamics. Wendy Cutler from the Asia Society discusses the recently reached framework on TikTok amid U.S.-China relations. The conversation also dives into the evolving trade relations between the U.S. and India, emphasizing opportunities and trust-building. Tensions surrounding South Korean investments are examined, highlighting the impact of visa policies and trade tariffs.

Brian Levitt, Inveso Global Market Strategist, says we are close to the end of the tightening cycle. Mandeep Singh, Sr. Technology Analyst for Bloomberg Intelligence on Nvidia's march toward $1 trillion market value. Greg Valliere, Chief US Policy Strategist at AGF investments says, House Speaker Kevin McCarthy is a "serious player" following the weekend's debt ceiling negotiations. Katy Kaminski, Chief Research Strategist at Alphasimplex says, she's looking for a breakout in US treasury yields. Lee Ferridge, Head of Macro Strategy at State Street, says sterling/US dollar will hit $1.15 by the second half of this year.Get the Bloomberg Surveillance newsletter, delivered every weekday. Sign up now: https://www.bloomberg.com/account/newsletters/surveillance See omnystudio.com/listener for privacy information.

Deepak Puri, Chief Investment Officer at Deutsche Bank, dissects the Fed's outlook as it may ease into 2026. Ohsung Kwon, Chief Equity Strategist at Wells Fargo, raises his S&P 500 price target and highlights key year-end market catalysts like AI CapEx and tariff impacts. Katy Kaminski from AlphaSimplex Group examines market breadth and gold's signaling role amid strong earnings. Rep. French Hill details the government shutdown's local effects, especially on agricultural sectors, urging prompt Senate action to support vulnerable farmers.