The author of this article, Kathryn Kaminski, describes it as an “investment primer [that] will take a new approach to explaining managed futures and … why they can deliver ‘crisis alpha’ opportunities for their investors.” Crisis alpha refers to profits made by exploiting trends in markets during times of crisis. Managed futures are a type of alternative investment in which Commodity Trading Advisors invest primarily in futures in a wide range of asset classes.
In Search of Crisis Alpha discusses the following:
About the Author:
Kathryn M. Kaminski, PhD, is a senior investment analyst at RPM Risk and Portfolio Management. RPM is an investment manager providing customized multi-manager solutions in Managed Futures strategies based on managed account platforms. RPM has been active in the Managed Futures space since 1993 serving clients primarily in Asia and Central Europe and is located in Stockholm, Sweden. Kathryn earned her PhD. at the MIT Sloan School of Management.