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The CAIA association in collaboration with Natixis Global AM held their annual event in Luxembourg, dedicated to Liquid Alternative Investing. Interview with Robert Sinnott, Portfolio Manager AlphaSimplex Group (ASG).
Managed futures strategies have historically demonstrated the ability to maintain diversifying characteristics when most needed, in a market crisis. In this interview with Robert Sinnott, a portfolio manager at AlphaSimplex Group, he discusses crisis alpha, diversifying factors, daily liquidity, and fees. But first, he explains why “the trend” has been his friend during the first few months of 2016.
2016’s market environment has been bumpy. How has your managed futures approach behaved?
We follow a trend-following...
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